+228.8%
VIK vs URA
+65.9%
+162.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -3.0% | +1.1% | -4.1% | -3.4% |
| 30D | -20.7% | +7.4% | -28.1% | -22.7% |
| 3M | -4.6% | -8.4% | +3.7% | -2.8% |
| 6M | +14.0% | -12.7% | +26.7% | +17.2% |
| YTD | +20.2% | +7.8% | +12.4% | +13.0% |
| 1Y | +36.0% | +19.5% | +16.6% | +19.5% |
| All | +228.8% | +65.9% | +162.9% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling