+2,938.2%
URI vs VIG
+630.3%
+2,307.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.8% |
| 7D | -9.8% | -1.8% | -8.0% | -7.0% |
| 30D | +1.7% | +2.7% | -0.9% | -2.9% |
| 3M | -9.1% | 0.0% | -9.0% | -9.1% |
| 6M | +9.9% | +6.8% | +3.1% | -1.9% |
| YTD | +31.2% | +12.1% | +19.2% | +8.0% |
| 1Y | +25.9% | +14.8% | +11.1% | -0.5% |
| 3Y | +147.4% | +62.4% | +85.0% | +9.2% |
| 5Y | +179.7% | +59.6% | +120.2% | +30.6% |
| 10Y | +1,419.5% | +261.5% | +1,158.1% | +80.6% |
| All | +2,938.2% | +630.3% | +2,307.9% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling