+268.6%
UL vs VIVK
-100.0%
+368.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.4% |
| 7D | -4.1% | -9.5% | +5.4% | -4.1% |
| 30D | -1.2% | -35.1% | +33.9% | -1.2% |
| 3M | +6.0% | -93.4% | +99.3% | +6.0% |
| 6M | -5.5% | -98.0% | +92.5% | -5.5% |
| YTD | -3.3% | -97.9% | +94.5% | -3.3% |
| 1Y | -9.8% | -100.0% | +90.2% | -9.8% |
| 3Y | +20.1% | -100.0% | +120.1% | +20.2% |
| 5Y | +19.2% | -100.0% | +119.2% | +19.2% |
| 10Y | +65.4% | -100.0% | +165.4% | +65.4% |
| All | +268.6% | -100.0% | +368.6% | +275.8% |
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