+1,218.8%
URI vs VIG
+267.0%
+951.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.4% | +2.8% |
| 7D | -4.0% | +0.4% | -4.4% | -4.6% |
| 30D | +6.8% | +4.3% | +2.5% | -0.3% |
| 3M | -2.8% | +2.0% | -4.9% | -6.0% |
| 6M | +20.9% | +10.2% | +10.7% | +3.0% |
| YTD | +40.2% | +14.8% | +25.5% | +12.2% |
| 1Y | +34.1% | +17.5% | +16.6% | +3.3% |
| 3Y | +164.1% | +67.4% | +96.7% | +16.0% |
| 5Y | +199.3% | +63.4% | +136.0% | +40.7% |
| 10Y | +1,218.8% | +259.9% | +958.9% | +111.8% |
| All | +1,218.8% | +267.0% | +951.8% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling