+88.1%
UAL vs VIVK
-100.0%
+188.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -14.3% | +12.5% | -1.7% |
| 7D | +2.3% | -48.0% | +50.2% | +2.6% |
| 30D | +13.3% | -88.4% | +101.8% | +14.7% |
| 3M | -6.3% | -98.7% | +92.4% | -3.9% |
| 6M | +22.5% | -100.0% | +122.5% | +28.1% |
| YTD | +5.9% | -100.0% | +105.8% | +9.8% |
| 1Y | +24.7% | -100.0% | +124.7% | +31.4% |
| 3Y | +211.6% | -100.0% | +311.6% | +228.5% |
| 5Y | +130.6% | -100.0% | +230.6% | +143.2% |
| All | +88.1% | -100.0% | +188.1% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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