+179.2%
URI vs VMC
+42.5%
+136.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.9% |
| 7D | -9.8% | +0.5% | -10.3% | -10.4% |
| 30D | +1.7% | +15.8% | -14.1% | -9.7% |
| 3M | -9.1% | +0.6% | -9.6% | -10.1% |
| 6M | +9.9% | -4.0% | +13.9% | +11.6% |
| YTD | +31.2% | -0.3% | +31.5% | +27.7% |
| 1Y | +25.9% | -0.5% | +26.4% | +22.6% |
| 3Y | +147.4% | +39.6% | +107.8% | +77.6% |
| All | +179.2% | +42.5% | +136.7% | +89.6% |
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 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