+120.5%
URI vs VIG
+56.4%
+64.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.4% |
| 7D | -2.0% | -0.4% | -1.5% | -1.2% |
| 30D | -12.9% | -1.0% | -12.0% | -11.5% |
| 3M | -6.7% | +2.8% | -9.5% | -11.1% |
| 6M | +19.0% | +8.2% | +10.8% | +3.8% |
| YTD | +25.5% | +11.0% | +14.5% | +4.7% |
| 1Y | +5.5% | +16.1% | -10.6% | -18.8% |
| All | +120.5% | +56.4% | +64.2% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling