+203.4%
URI vs VFC
-79.1%
+282.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.0% |
| 7D | -2.0% | -1.6% | -0.4% | -1.6% |
| 30D | -12.9% | -11.6% | -1.3% | -10.2% |
| 3M | -6.7% | -18.1% | +11.4% | -2.7% |
| 6M | +19.0% | -27.4% | +46.3% | +26.8% |
| YTD | +25.5% | -24.8% | +50.4% | +32.0% |
| 1Y | +5.5% | -8.2% | +13.7% | +4.0% |
| 3Y | +111.3% | -29.1% | +140.4% | +103.6% |
| All | +203.4% | -79.1% | +282.5% | +436.0% |
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