+210.4%
URI vs VIVK
-100.0%
+310.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.1% | +0.4% |
| 7D | +2.5% | +13.1% | -10.5% | +2.3% |
| 30D | -12.5% | -29.7% | +17.1% | -12.2% |
| 3M | -6.2% | -93.0% | +86.8% | -3.6% |
| 6M | +25.9% | -98.0% | +123.8% | +30.2% |
| YTD | +26.2% | -97.8% | +124.0% | +28.7% |
| 1Y | +5.5% | -100.0% | +105.5% | +14.7% |
| 3Y | +125.0% | -100.0% | +225.0% | +137.4% |
| 5Y | +210.4% | -100.0% | +310.4% | +228.5% |
| All | +210.4% | -100.0% | +310.4% | +228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling