+72.4%
UBER vs VIVK
-100.0%
+172.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -1.2% |
| 7D | -5.4% | -4.4% | -1.0% | -5.4% |
| 30D | -4.9% | -40.8% | +35.9% | -4.5% |
| 3M | +3.0% | -94.1% | +97.2% | +5.4% |
| 6M | -4.4% | -98.2% | +93.8% | -1.6% |
| YTD | -12.3% | -98.0% | +85.7% | -10.5% |
| 1Y | -24.3% | -100.0% | +75.7% | -19.6% |
| 3Y | +46.4% | -100.0% | +146.4% | +52.1% |
| 5Y | +79.7% | -100.0% | +179.7% | +89.1% |
| All | +72.4% | -100.0% | +172.4% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling