+1,218.8%
URI vs VMC
+146.3%
+1,072.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.6% | +4.3% | +4.9% |
| 7D | -4.0% | +0.3% | -4.3% | -4.4% |
| 30D | +6.8% | +18.6% | -11.8% | -6.8% |
| 3M | -2.8% | +2.0% | -4.9% | -5.0% |
| 6M | +20.9% | +2.6% | +18.3% | +16.4% |
| YTD | +40.2% | +2.3% | +38.0% | +34.3% |
| 1Y | +34.1% | +1.7% | +32.4% | +28.8% |
| 3Y | +164.1% | +41.7% | +122.4% | +93.6% |
| 5Y | +199.3% | +46.6% | +152.7% | +111.7% |
| 10Y | +1,218.8% | +140.3% | +1,078.6% | +509.1% |
| All | +1,218.8% | +146.3% | +1,072.6% | +509.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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