+115.0%
UMC vs VIK
+55.4%
+59.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -4.1% |
| 7D | -14.7% | +5.4% | -20.1% | -16.2% |
| 30D | -32.9% | +12.5% | -45.4% | -35.6% |
| 3M | -22.2% | -15.2% | -6.9% | -17.7% |
| 6M | +25.9% | +15.4% | +10.5% | +23.2% |
| YTD | +107.9% | +27.7% | +80.2% | +106.6% |
| 1Y | +115.0% | +59.7% | +55.3% | +112.3% |
| All | +115.0% | +55.4% | +59.6% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling