+209.5%
URI vs VFC
-68.8%
+278.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +1.9% | -0.3% |
| 7D | +9.3% | -1.4% | +10.8% | +9.8% |
| 30D | +7.6% | +24.6% | -17.0% | +1.6% |
| 3M | +1.0% | +38.4% | -37.4% | -7.3% |
| 6M | +19.8% | +15.3% | +4.6% | +14.1% |
| YTD | +41.9% | +12.7% | +29.1% | +34.1% |
| 1Y | +33.4% | +32.7% | +0.7% | +20.4% |
| 3Y | +156.0% | +43.7% | +112.3% | +98.6% |
| 5Y | +209.5% | -69.2% | +278.7% | +447.7% |
| All | +209.5% | -68.8% | +278.4% | +447.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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