+1,157.2%
URI vs VMC
+149.2%
+1,008.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.8% |
| 7D | +2.5% | -0.5% | +3.1% | +2.9% |
| 30D | -12.5% | -9.1% | -3.4% | -5.8% |
| 3M | -6.2% | -4.1% | -2.0% | -4.0% |
| 6M | +25.9% | -5.5% | +31.4% | +29.9% |
| YTD | +26.2% | -8.9% | +35.1% | +33.0% |
| 1Y | +5.5% | -12.9% | +18.4% | +15.0% |
| 3Y | +125.0% | +22.1% | +102.8% | +85.6% |
| 5Y | +210.4% | +52.7% | +157.7% | +112.4% |
| 10Y | +1,157.2% | +152.7% | +1,004.4% | +469.6% |
| All | +1,157.2% | +149.2% | +1,008.0% | +469.6% |
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