+11,204.0%
URI vs VIVK
-100.0%
+11,304.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -12.3% | +13.9% | +1.6% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | -12.9% | -43.6% | +30.7% | -12.9% |
| 3M | -6.7% | -95.1% | +88.4% | -6.4% |
| 6M | +19.0% | -98.2% | +117.2% | +19.4% |
| YTD | +25.5% | -97.9% | +123.5% | +25.9% |
| 1Y | +5.5% | -100.0% | +105.5% | +6.3% |
| 3Y | +111.3% | -100.0% | +211.3% | +112.6% |
| 5Y | +198.6% | -100.0% | +298.5% | +200.4% |
| 10Y | +1,179.9% | -100.0% | +1,279.9% | +1,179.5% |
| All | +11,204.0% | -100.0% | +11,304.0% | +11,655.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling