+137.3%
UMC vs VIVK
-98.0%
+235.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.3% | +10.3% | +3.9% |
| 7D | +13.6% | -7.9% | +21.5% | +13.5% |
| 30D | +20.8% | -42.0% | +62.7% | +20.0% |
| 3M | +16.1% | -92.5% | +108.6% | +11.0% |
| 6M | +137.3% | -98.0% | +235.3% | +119.6% |
| All | +137.3% | -98.0% | +235.3% | +119.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling