-100.0%
VIVK vs URA
+132.7%
-232.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.0% | -6.1% |
| 7D | -7.9% | +5.7% | -13.6% | -8.8% |
| 30D | -42.0% | +5.6% | -47.5% | -42.6% |
| 3M | -92.5% | +6.2% | -98.7% | -92.7% |
| 6M | -98.0% | -8.2% | -89.8% | -98.0% |
| YTD | -97.9% | +9.7% | -107.6% | -98.0% |
| 1Y | -100.0% | +17.0% | -116.9% | -100.0% |
| 3Y | -100.0% | +118.5% | -218.5% | -100.0% |
| 5Y | -100.0% | +134.3% | -234.3% | -100.0% |
| All | -100.0% | +132.7% | -232.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling