+137.7%
UAL vs VIVK
-100.0%
+237.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.7% | -10.5% | -2.9% |
| 7D | +3.5% | +13.1% | -9.6% | +3.3% |
| 30D | -16.5% | -29.7% | +13.2% | -16.2% |
| 3M | +2.8% | -93.0% | +95.7% | +5.3% |
| 6M | +17.6% | -98.0% | +115.5% | +21.7% |
| YTD | -3.2% | -97.8% | +94.6% | -0.8% |
| 1Y | +0.4% | -100.0% | +100.4% | +8.0% |
| 3Y | +128.2% | -100.0% | +228.1% | +140.6% |
| 5Y | +137.7% | -100.0% | +237.7% | +145.2% |
| All | +137.7% | -100.0% | +237.7% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling