+262.2%
UMC vs VIVK
-100.0%
+362.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.4% | +9.7% | +2.3% |
| 7D | +9.0% | -4.4% | +13.4% | +9.0% |
| 30D | +17.2% | -40.8% | +58.1% | +16.8% |
| 3M | +11.4% | -94.1% | +105.5% | +9.0% |
| 6M | +137.5% | -98.2% | +235.7% | +131.3% |
| YTD | +193.1% | -98.0% | +291.1% | +186.6% |
| 1Y | +240.3% | -100.0% | +340.3% | +234.6% |
| 3Y | +262.2% | -100.0% | +362.2% | +229.9% |
| All | +262.2% | -100.0% | +362.2% | +229.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling