+207.2%
UMC vs VIVK
-100.0%
+307.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -12.3% | +16.9% | +4.4% |
| 7D | +5.0% | -1.4% | +6.3% | +5.0% |
| 30D | +7.7% | -43.6% | +51.3% | +7.1% |
| 3M | +1.7% | -95.1% | +96.8% | -0.9% |
| 6M | +113.9% | -98.2% | +212.1% | +107.6% |
| YTD | +168.9% | -97.9% | +266.8% | +162.9% |
| 1Y | +207.2% | -100.0% | +307.2% | +207.1% |
| All | +207.2% | -100.0% | +307.2% | +207.1% |
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