+147.9%
URI vs VIVK
-100.0%
+247.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -22.8% | +20.7% | -1.8% |
| 7D | -6.0% | -56.0% | +50.0% | -5.4% |
| 30D | +4.6% | -92.3% | +96.9% | +6.3% |
| 3M | -2.7% | -98.6% | +95.9% | -0.1% |
| 6M | +18.4% | -99.9% | +118.3% | +23.2% |
| YTD | +37.4% | -100.0% | +137.3% | +41.1% |
| 1Y | +30.4% | -100.0% | +130.4% | +37.7% |
| 3Y | +147.9% | -100.0% | +247.9% | +147.2% |
| All | +147.9% | -100.0% | +247.9% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling