+251.3%
UAL vs VIAV
+156.2%
+95.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +1.1% |
| 7D | +0.7% | -4.6% | +5.3% | +2.5% |
| 30D | -16.1% | -10.4% | -5.7% | -13.5% |
| 3M | +6.1% | -34.5% | +40.6% | +20.2% |
| 6M | +10.8% | +7.0% | +3.9% | +0.1% |
| YTD | -0.4% | +95.6% | -96.0% | -31.5% |
| 1Y | +5.0% | +197.2% | -192.2% | -40.4% |
| 3Y | +124.0% | +232.0% | -108.0% | +16.1% |
| 5Y | +141.0% | +102.2% | +38.8% | +49.9% |
| 10Y | +118.0% | +344.6% | -226.6% | -1.1% |
| All | +251.3% | +156.2% | +95.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling