+18.9%
UL vs VIVK
-100.0%
+118.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +0.6% |
| 7D | -3.4% | -4.4% | +1.0% | -3.4% |
| 30D | +0.5% | -40.8% | +41.3% | +0.3% |
| 3M | +7.2% | -94.1% | +101.4% | +6.9% |
| 6M | -3.1% | -98.2% | +95.1% | -3.4% |
| YTD | -2.7% | -98.0% | +95.3% | -3.1% |
| 1Y | -10.2% | -100.0% | +89.7% | -10.4% |
| 3Y | +20.3% | -100.0% | +120.2% | +19.6% |
| All | +18.9% | -100.0% | +118.9% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling