+111.4%
UAL vs VIK
+225.3%
-113.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +1.6% |
| 7D | -1.1% | -0.8% | -0.3% | -0.7% |
| 30D | -13.4% | -18.0% | +4.6% | +0.1% |
| 3M | -2.3% | -5.8% | +3.5% | +1.6% |
| 6M | +13.3% | +17.2% | -3.8% | -0.9% |
| YTD | -4.2% | +19.1% | -23.3% | -17.3% |
| 1Y | +1.4% | +33.6% | -32.2% | -20.4% |
| All | +111.4% | +225.3% | -113.9% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling