-100.0%
VIVK vs URA
+7.9%
-107.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.3% | -4.1% | -6.9% |
| 7D | -4.4% | -5.5% | +1.1% | -3.6% |
| 30D | -40.8% | -3.7% | -37.1% | -40.5% |
| 3M | -94.1% | -2.9% | -91.2% | -94.1% |
| 6M | -98.2% | -15.2% | -82.9% | -98.1% |
| YTD | -98.0% | +1.9% | -99.9% | -98.4% |
| 1Y | -100.0% | +6.9% | -106.9% | -100.0% |
| All | -100.0% | +7.9% | -107.9% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling