-16.3%
UNH vs VIVK
-100.0%
+83.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.4% | +5.0% | -2.4% |
| 7D | -4.5% | -4.4% | -0.2% | -4.6% |
| 30D | -6.5% | -40.8% | +34.3% | -6.8% |
| 3M | -6.0% | -94.1% | +88.2% | -7.6% |
| 6M | +33.7% | -98.2% | +131.9% | +30.8% |
| YTD | +16.4% | -98.0% | +114.4% | +14.4% |
| 1Y | +10.1% | -100.0% | +110.0% | +5.9% |
| 3Y | -16.3% | -100.0% | +83.7% | -17.0% |
| All | -16.3% | -100.0% | +83.7% | -17.0% |
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