+1,210.8%
URI vs VIVK
-100.0%
+1,310.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -14.3% | +18.5% | +4.3% |
| 7D | +2.4% | -48.0% | +50.4% | +2.8% |
| 30D | +8.9% | -88.4% | +97.3% | +10.2% |
| 3M | +0.8% | -98.7% | +99.5% | +3.2% |
| 6M | +23.1% | -100.0% | +123.1% | +27.9% |
| YTD | +43.1% | -100.0% | +143.0% | +47.5% |
| 1Y | +35.7% | -100.0% | +135.7% | +42.0% |
| 3Y | +158.2% | -100.0% | +258.2% | +169.7% |
| 5Y | +212.6% | -100.0% | +312.6% | +226.2% |
| 10Y | +1,210.8% | -100.0% | +1,310.8% | +1,385.6% |
| All | +1,210.8% | -100.0% | +1,310.8% | +1,385.6% |
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