+78.3%
URI vs VIK
+239.9%
-161.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +9.3% | +3.2% | +6.2% | +8.0% |
| 30D | +7.6% | +8.2% | -0.6% | +4.1% |
| 3M | +1.0% | -14.7% | +15.7% | +6.9% |
| 6M | +19.8% | +10.3% | +9.6% | +13.1% |
| YTD | +41.9% | +24.5% | +17.4% | +25.0% |
| 1Y | +33.4% | +45.7% | -12.3% | +8.6% |
| All | +78.3% | +239.9% | -161.5% | -0.1% |
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