+210.4%
URI vs VSXY
+21.5%
+188.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | -0.2% |
| 7D | +2.5% | -6.8% | +9.3% | +3.6% |
| 30D | -12.5% | -20.4% | +7.8% | -9.2% |
| 3M | -6.2% | +2.9% | -9.1% | -7.7% |
| 6M | +25.9% | +67.9% | -42.1% | +9.2% |
| YTD | +26.2% | +44.9% | -18.7% | +12.4% |
| 1Y | +5.5% | +205.9% | -200.4% | -21.5% |
| 3Y | +125.0% | +373.9% | -248.9% | +33.8% |
| 5Y | +210.4% | +23.5% | +187.0% | +168.7% |
| All | +210.4% | +21.5% | +188.9% | +168.7% |
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