+217.3%
UAL vs VIVK
-100.0%
+317.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -22.8% | +22.9% | +0.4% |
| 7D | +12.5% | -56.0% | +68.4% | +13.0% |
| 30D | +12.2% | -92.3% | +104.5% | +14.6% |
| 3M | -2.6% | -98.6% | +96.0% | +1.1% |
| 6M | +21.1% | -99.9% | +121.0% | +30.6% |
| YTD | +7.8% | -100.0% | +107.8% | +14.3% |
| 1Y | +25.4% | -100.0% | +125.4% | +38.3% |
| 3Y | +217.3% | -100.0% | +317.3% | +225.9% |
| All | +217.3% | -100.0% | +317.3% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling