-100.0%
VIVK vs URA
-31.1%
-68.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.8% | -13.1% | -12.3% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | -43.6% | +7.4% | -51.0% | -43.6% |
| 3M | -95.1% | -8.4% | -86.7% | -95.1% |
| 6M | -98.2% | -12.7% | -85.5% | -98.2% |
| YTD | -97.9% | +7.8% | -105.7% | -97.9% |
| 1Y | -100.0% | +19.5% | -119.4% | -100.0% |
| 3Y | -100.0% | +116.4% | -216.4% | -100.0% |
| 5Y | -100.0% | +134.3% | -234.3% | -100.0% |
| 10Y | -100.0% | +359.3% | -459.2% | -100.0% |
| All | -100.0% | -31.1% | -68.9% | -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 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