+58.7%
URI vs VIK
+236.8%
-178.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.5% |
| 7D | +2.5% | +3.6% | -1.1% | +1.1% |
| 30D | -12.5% | -16.7% | +4.2% | -6.3% |
| 3M | -6.2% | -1.1% | -5.1% | -6.8% |
| 6M | +25.9% | +27.8% | -2.0% | +11.0% |
| YTD | +26.2% | +23.3% | +2.9% | +12.0% |
| 1Y | +5.5% | +38.2% | -32.7% | -11.8% |
| All | +58.7% | +236.8% | -178.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling