+1,213.1%
URI vs VSH
+141.4%
+1,071.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.8% | -4.6% | -0.1% |
| 7D | +2.6% | +12.8% | -10.2% | -3.9% |
| 30D | +9.1% | -9.0% | +18.1% | +11.8% |
| 3M | +1.0% | -12.2% | +13.2% | +3.9% |
| 6M | +23.3% | -15.9% | +39.3% | +17.2% |
| YTD | +43.3% | +103.2% | -59.9% | -21.9% |
| 1Y | +35.9% | +108.4% | -72.5% | -27.3% |
| 3Y | +158.6% | +41.6% | +117.1% | +59.0% |
| 5Y | +213.1% | +54.6% | +158.5% | +74.9% |
| 10Y | +1,213.1% | +138.2% | +1,074.9% | +429.0% |
| All | +1,213.1% | +141.4% | +1,071.6% | +429.0% |
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