+203.4%
URI vs VMC
+52.7%
+150.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.9% |
| 7D | -2.0% | -4.3% | +2.3% | +1.4% |
| 30D | -12.9% | -8.2% | -4.7% | -7.0% |
| 3M | -6.7% | -7.0% | +0.3% | -2.4% |
| 6M | +19.0% | -10.8% | +29.8% | +28.5% |
| YTD | +25.5% | -7.4% | +32.9% | +30.3% |
| 1Y | +5.5% | -9.5% | +15.0% | +11.3% |
| 3Y | +111.3% | +20.5% | +90.8% | +73.4% |
| All | +203.4% | +52.7% | +150.7% | +101.2% |
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