+204.5%
URI vs VMC
+42.8%
+161.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | +6.7% | -1.3% | +8.0% | +7.8% |
| 30D | +8.9% | +15.5% | -6.6% | -3.1% |
| 3M | +0.5% | +0.6% | -0.1% | -0.5% |
| 6M | +20.7% | +2.1% | +18.6% | +16.5% |
| YTD | +40.0% | -1.6% | +41.6% | +37.7% |
| 1Y | +34.4% | -1.2% | +35.6% | +31.6% |
| 3Y | +149.5% | +35.3% | +114.1% | +83.8% |
| All | +204.5% | +42.8% | +161.7% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling