-100.0%
VIVK vs URA
-49.7%
-50.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +1.5% | -15.8% | -14.4% |
| 7D | -48.0% | +2.9% | -50.9% | -48.0% |
| 30D | -88.4% | -10.8% | -77.6% | -88.4% |
| 3M | -98.7% | -25.5% | -73.2% | -98.7% |
| 6M | -100.0% | -41.2% | -58.7% | -100.0% |
| YTD | -100.0% | -21.3% | -78.7% | -100.0% |
| 1Y | -100.0% | -25.7% | -74.3% | -100.0% |
| 3Y | -100.0% | +43.1% | -143.1% | -100.0% |
| 5Y | -100.0% | +35.6% | -135.6% | -100.0% |
| 10Y | -100.0% | +281.3% | -381.3% | -100.0% |
| All | -100.0% | -49.7% | -50.3% | -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 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