+1,157.2%
URI vs VIG
+240.3%
+916.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.8% |
| 7D | +2.5% | -0.4% | +2.9% | +3.2% |
| 30D | -12.5% | -2.1% | -10.5% | -9.5% |
| 3M | -6.2% | +3.3% | -9.5% | -11.2% |
| 6M | +25.9% | +9.3% | +16.6% | +8.9% |
| YTD | +26.2% | +10.1% | +16.0% | +7.9% |
| 1Y | +5.5% | +14.7% | -9.2% | -15.7% |
| 3Y | +125.0% | +56.9% | +68.0% | +9.6% |
| 5Y | +210.4% | +62.9% | +147.5% | +46.2% |
| 10Y | +1,157.2% | +241.3% | +915.9% | +74.2% |
| All | +1,157.2% | +240.3% | +916.9% | +74.2% |
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