+225.9%
VIK vs URA
+68.8%
+157.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.0% |
| 7D | -0.8% | +5.7% | -6.5% | -2.5% |
| 30D | -18.0% | +5.6% | -23.6% | -19.6% |
| 3M | -5.8% | +6.2% | -12.0% | -8.2% |
| 6M | +17.2% | -8.2% | +25.4% | +18.7% |
| YTD | +19.1% | +9.7% | +9.5% | +11.4% |
| 1Y | +33.6% | +17.0% | +16.7% | +18.8% |
| All | +225.9% | +68.8% | +157.1% | +116.7% |
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