+122.5%
UAL vs VIK
+234.5%
-112.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +0.9% |
| 7D | +8.2% | 0.0% | +8.1% | +8.2% |
| 30D | +2.3% | +7.7% | -5.3% | -3.4% |
| 3M | -12.7% | -17.6% | +4.9% | +0.4% |
| 6M | +12.7% | +1.7% | +11.0% | +10.1% |
| YTD | +0.8% | +22.5% | -21.7% | -15.0% |
| 1Y | +17.8% | +52.6% | -34.9% | -16.8% |
| All | +122.5% | +234.5% | -112.0% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling