+1,668.8%
UNH vs VIVK
-100.0%
+1,768.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -1.9% |
| 7D | -1.7% | -7.9% | +6.2% | -1.6% |
| 30D | -3.8% | -42.0% | +38.1% | -3.8% |
| 3M | -4.3% | -92.5% | +88.2% | -4.1% |
| 6M | +38.6% | -98.0% | +136.6% | +38.9% |
| YTD | +20.7% | -97.9% | +118.6% | +20.9% |
| 1Y | +16.0% | -100.0% | +116.0% | +16.5% |
| 3Y | -13.5% | -100.0% | +86.5% | -13.2% |
| 5Y | +3.5% | -100.0% | +103.5% | +3.9% |
| 10Y | +245.3% | -100.0% | +345.3% | +244.4% |
| All | +1,668.8% | -100.0% | +1,768.8% | +1,614.0% |
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 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