+73.7%
UAL vs VIVK
-100.0%
+173.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.5% | +5.7% | -1.7% |
| 7D | -3.0% | -57.7% | +54.6% | -2.6% |
| 30D | +10.5% | -87.3% | +97.7% | +11.7% |
| 3M | -13.5% | -98.9% | +85.4% | -11.2% |
| 6M | +14.2% | -100.0% | +114.2% | +19.4% |
| YTD | -2.2% | -100.0% | +97.7% | +1.5% |
| 1Y | +12.5% | -100.0% | +112.5% | +18.8% |
| 3Y | +186.8% | -100.0% | +286.8% | +202.7% |
| 5Y | +119.4% | -100.0% | +219.4% | +131.6% |
| All | +73.7% | -100.0% | +173.7% | +87.6% |
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