+1,150.0%
URI vs VSH
+173.5%
+976.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | -0.6% |
| 7D | -2.0% | +4.1% | -6.0% | -4.0% |
| 30D | -12.9% | -4.2% | -8.8% | -11.7% |
| 3M | -6.7% | -50.0% | +43.2% | +26.3% |
| 6M | +19.0% | +80.2% | -61.2% | -25.8% |
| YTD | +25.5% | +121.1% | -95.6% | -32.5% |
| 1Y | +5.5% | +112.0% | -106.5% | -42.9% |
| 3Y | +111.3% | +22.5% | +88.8% | +50.5% |
| 5Y | +198.6% | +64.0% | +134.5% | +67.2% |
| All | +1,150.0% | +173.5% | +976.6% | +332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling