+262.1%
URI vs VSXY
+93.0%
+169.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +6.7% | -1.7% | +8.5% | +7.1% |
| 30D | +8.9% | +20.1% | -11.3% | +5.3% |
| 3M | +0.5% | +16.6% | -16.1% | -2.7% |
| 6M | +20.7% | +134.9% | -114.3% | -0.6% |
| YTD | +40.0% | +96.0% | -56.0% | +18.6% |
| 1Y | +34.4% | +203.8% | -169.4% | +3.3% |
| 3Y | +149.5% | +465.3% | -315.9% | +52.4% |
| 5Y | +205.6% | +106.3% | +99.3% | +129.7% |
| All | +262.1% | +93.0% | +169.0% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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