+6,893.4%
URI vs VMC
+1,052.9%
+5,840.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.0% |
| 7D | -2.0% | -4.3% | +2.3% | +0.9% |
| 30D | -12.9% | -8.2% | -4.7% | -7.9% |
| 3M | -6.7% | -7.0% | +0.3% | -2.9% |
| 6M | +19.0% | -10.8% | +29.8% | +27.1% |
| YTD | +25.5% | -7.4% | +32.9% | +30.3% |
| 1Y | +5.5% | -9.5% | +15.0% | +11.0% |
| 3Y | +111.3% | +20.5% | +90.8% | +84.3% |
| 5Y | +198.6% | +51.6% | +147.0% | +124.5% |
| 10Y | +1,179.9% | +150.0% | +1,029.9% | +595.7% |
| All | +6,893.4% | +1,052.9% | +5,840.5% | +1,384.1% |
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