-100.0%
VIVK vs URA
+121.0%
-221.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.5% | +7.6% |
| 7D | +13.1% | +8.1% | +4.9% | +12.8% |
| 30D | -29.7% | +5.8% | -35.4% | -29.7% |
| 3M | -93.0% | +3.4% | -96.4% | -93.0% |
| 6M | -98.0% | -2.6% | -95.3% | -98.0% |
| YTD | -97.8% | +11.2% | -108.9% | -97.8% |
| 1Y | -100.0% | +19.8% | -119.8% | -100.0% |
| 3Y | -100.0% | +121.5% | -221.4% | -100.0% |
| All | -100.0% | +121.0% | -221.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling