+115.0%
UMC vs VIVK
-100.0%
+215.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -27.5% | +25.4% | -2.3% |
| 7D | -14.7% | -68.7% | +54.0% | -15.4% |
| 30D | -32.9% | -90.0% | +57.2% | -34.1% |
| 3M | -22.2% | -98.1% | +75.9% | -25.0% |
| 6M | +25.9% | -99.9% | +125.8% | +17.7% |
| YTD | +107.9% | -99.9% | +207.8% | +97.2% |
| 1Y | +115.0% | -100.0% | +215.0% | +131.7% |
| All | +115.0% | -100.0% | +215.0% | +131.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling