+9.7%
URI vs VIVK
-100.0%
+109.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.7% | +1.4% |
| 7D | +5.0% | -7.9% | +12.9% | +5.1% |
| 30D | -9.4% | -42.0% | +32.6% | -9.0% |
| 3M | -5.8% | -92.5% | +86.7% | -4.8% |
| 6M | +25.8% | -98.0% | +123.8% | +27.4% |
| YTD | +27.9% | -97.9% | +125.8% | +28.1% |
| 1Y | +9.7% | -100.0% | +109.7% | +16.2% |
| All | +9.7% | -100.0% | +109.7% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling