+1,213.1%
URI vs VIG
+264.3%
+948.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +2.9% |
| 7D | +2.6% | -0.3% | +2.9% | +3.5% |
| 30D | +9.1% | +4.9% | +4.2% | +0.9% |
| 3M | +1.0% | +2.9% | -1.9% | -3.6% |
| 6M | +23.3% | +11.2% | +12.1% | +3.5% |
| YTD | +43.3% | +16.0% | +27.3% | +12.7% |
| 1Y | +35.9% | +17.0% | +19.0% | +5.6% |
| 3Y | +158.6% | +66.9% | +91.8% | +14.1% |
| 5Y | +213.1% | +65.8% | +147.3% | +43.6% |
| 10Y | +1,213.1% | +263.6% | +949.4% | +106.8% |
| All | +1,213.1% | +264.3% | +948.7% | +106.8% |
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