+1,340.7%
URI vs VSH
+95.6%
+1,245.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | -1.7% |
| 7D | -9.8% | -12.9% | +3.2% | -4.1% |
| 30D | +1.7% | -36.9% | +38.6% | +24.8% |
| 3M | -9.1% | -28.8% | +19.7% | +3.6% |
| 6M | +9.9% | -30.3% | +40.2% | +14.1% |
| YTD | +31.2% | +62.4% | -31.1% | -20.2% |
| 1Y | +25.9% | +62.5% | -36.6% | -23.9% |
| 3Y | +147.4% | +7.4% | +140.0% | +75.7% |
| 5Y | +179.7% | +25.4% | +154.3% | +72.1% |
| All | +1,340.7% | +95.6% | +1,245.1% | +442.9% |
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