+1,850.8%
UAL vs VIVK
-100.0%
+1,950.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -22.8% | +22.9% | +0.2% |
| 7D | +12.5% | -56.0% | +68.4% | +12.6% |
| 30D | +12.2% | -92.3% | +104.5% | +12.7% |
| 3M | -2.6% | -98.6% | +96.0% | -1.8% |
| 6M | +21.1% | -99.9% | +121.0% | +22.7% |
| YTD | +7.8% | -100.0% | +107.8% | +9.0% |
| 1Y | +25.4% | -100.0% | +125.4% | +27.4% |
| 3Y | +217.3% | -100.0% | +317.3% | +222.4% |
| 5Y | +132.9% | -100.0% | +232.9% | +136.8% |
| 10Y | +101.1% | -100.0% | +201.1% | +101.8% |
| All | +1,850.8% | -100.0% | +1,950.8% | +2,076.8% |
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