+179.2%
URI vs VSXY
+110.3%
+68.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -9.8% | +11.8% | -21.6% | -11.6% |
| 30D | +1.7% | +25.9% | -24.2% | -2.6% |
| 3M | -9.1% | +15.5% | -24.6% | -12.1% |
| 6M | +9.9% | +109.7% | -99.9% | -8.1% |
| YTD | +31.2% | +99.5% | -68.2% | +9.9% |
| 1Y | +25.9% | +197.5% | -171.6% | -4.0% |
| 3Y | +147.4% | +453.3% | -305.9% | +46.5% |
| All | +179.2% | +110.3% | +68.9% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling