+7,210.0%
URI vs VMC
+1,141.1%
+6,068.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.8% |
| 7D | -9.8% | +0.5% | -10.3% | -10.3% |
| 30D | +1.7% | +15.8% | -14.1% | -8.0% |
| 3M | -9.1% | +0.6% | -9.6% | -9.9% |
| 6M | +9.9% | -4.0% | +13.9% | +11.3% |
| YTD | +31.2% | -0.3% | +31.5% | +29.0% |
| 1Y | +25.9% | -0.5% | +26.4% | +23.9% |
| 3Y | +147.4% | +39.6% | +107.8% | +95.0% |
| 5Y | +179.7% | +50.1% | +129.7% | +110.5% |
| 10Y | +1,419.5% | +163.9% | +1,255.6% | +694.2% |
| All | +7,210.0% | +1,141.1% | +6,068.8% | +1,369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling