+12,528.4%
URI vs VIVK
-100.0%
+12,628.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -23.6% | +30.4% | +6.9% |
| 7D | -4.0% | -44.2% | +40.2% | -3.9% |
| 30D | +6.8% | -90.0% | +96.8% | +7.1% |
| 3M | -2.8% | -98.0% | +95.2% | -2.3% |
| 6M | +20.9% | -99.9% | +120.8% | +21.9% |
| YTD | +40.2% | -99.9% | +140.2% | +41.2% |
| 1Y | +34.1% | -100.0% | +134.1% | +35.5% |
| 3Y | +164.1% | -100.0% | +264.1% | +166.9% |
| 5Y | +199.3% | -100.0% | +299.3% | +202.6% |
| 10Y | +1,218.8% | -100.0% | +1,318.8% | +1,224.7% |
| All | +12,528.4% | -100.0% | +12,628.4% | +13,091.5% |
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 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