+242.5%
UMC vs VIK
+225.1%
+17.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | +9.0% | -0.9% | +9.9% | +9.3% |
| 30D | +17.2% | -18.4% | +35.7% | +24.9% |
| 3M | +11.4% | -8.8% | +20.2% | +14.8% |
| 6M | +137.5% | +17.1% | +120.4% | +129.4% |
| YTD | +193.1% | +19.0% | +174.1% | +180.2% |
| 1Y | +240.3% | +30.1% | +210.2% | +215.7% |
| All | +242.5% | +225.1% | +17.4% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling