+244.3%
VIK vs URA
+14.7%
+229.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +2.7% | -1.5% | +4.3% | +3.1% |
| 30D | +8.8% | -10.4% | +19.2% | +12.2% |
| 3M | -15.3% | -29.6% | +14.3% | -6.4% |
| 6M | +9.4% | -40.3% | +49.6% | +26.3% |
| YTD | +25.9% | -25.5% | +51.3% | +31.8% |
| 1Y | +51.0% | -26.4% | +77.4% | +58.2% |
| All | +244.3% | +14.7% | +229.6% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling