+106.2%
UAL vs VIVK
-100.0%
+206.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.4% | +10.5% | +3.2% |
| 7D | -1.4% | -4.4% | +3.0% | -1.4% |
| 30D | -12.2% | -40.8% | +28.6% | -11.9% |
| 3M | -2.5% | -94.1% | +91.7% | -0.9% |
| 6M | +21.1% | -98.2% | +119.3% | +23.6% |
| YTD | -1.8% | -98.0% | +96.2% | -0.3% |
| 1Y | +0.4% | -100.0% | +100.4% | +4.3% |
| 3Y | +130.3% | -100.0% | +230.3% | +137.8% |
| 5Y | +147.7% | -100.0% | +247.7% | +155.4% |
| All | +106.2% | -100.0% | +206.2% | +109.1% |
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