+76.3%
URI vs VIK
+233.3%
-157.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.2% | +7.0% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | +6.8% | +6.8% | 0.0% | +3.8% |
| 3M | -2.8% | -17.6% | +14.8% | +4.2% |
| 6M | +20.9% | +5.4% | +15.4% | +16.2% |
| YTD | +40.2% | +22.1% | +18.2% | +24.6% |
| 1Y | +34.1% | +49.3% | -15.2% | +7.7% |
| All | +76.3% | +233.3% | -157.0% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling