+1,135.8%
URI vs VIVK
-100.0%
+1,235.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.5% | +6.2% | -1.2% |
| 7D | +6.7% | -57.7% | +64.4% | +7.3% |
| 30D | +8.9% | -87.3% | +96.1% | +10.1% |
| 3M | +0.5% | -98.9% | +99.4% | +3.0% |
| 6M | +20.7% | -100.0% | +120.6% | +25.3% |
| YTD | +40.0% | -100.0% | +140.0% | +44.5% |
| 1Y | +34.4% | -100.0% | +134.4% | +40.8% |
| 3Y | +149.5% | -100.0% | +249.5% | +160.8% |
| 5Y | +205.6% | -100.0% | +305.6% | +219.2% |
| All | +1,135.8% | -100.0% | +1,235.8% | +1,296.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling