+1,702.3%
UAL vs VIVK
-100.0%
+1,802.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -12.3% | +14.8% | +2.5% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | -16.1% | -43.6% | +27.5% | -16.0% |
| 3M | +6.1% | -95.1% | +101.3% | +6.7% |
| 6M | +10.8% | -98.2% | +109.0% | +11.5% |
| YTD | -0.4% | -97.9% | +97.5% | 0.0% |
| 1Y | +5.0% | -100.0% | +105.0% | +6.2% |
| 3Y | +124.0% | -100.0% | +224.0% | +126.1% |
| 5Y | +141.0% | -100.0% | +241.0% | +143.3% |
| 10Y | +118.0% | -100.0% | +218.0% | +117.1% |
| All | +1,702.3% | -100.0% | +1,802.3% | +1,897.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling