+1,326.0%
UMC vs VIVK
-100.0%
+1,426.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.3% | +10.3% | +4.0% |
| 7D | +13.6% | -7.9% | +21.5% | +13.6% |
| 30D | +20.8% | -42.0% | +62.7% | +20.9% |
| 3M | +16.1% | -92.5% | +108.6% | +16.6% |
| 6M | +137.3% | -98.0% | +235.3% | +138.7% |
| YTD | +193.8% | -97.9% | +291.7% | +194.9% |
| 1Y | +236.1% | -100.0% | +336.1% | +240.3% |
| 3Y | +267.1% | -100.0% | +367.1% | +270.9% |
| 5Y | +145.3% | -100.0% | +245.3% | +147.9% |
| 10Y | +1,857.3% | -100.0% | +1,957.3% | +1,826.6% |
| All | +1,326.0% | -100.0% | +1,426.0% | +1,138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling