+255.1%
URI vs VSXY
+101.4%
+153.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.6% |
| 7D | -6.0% | +10.2% | -16.1% | -7.6% |
| 30D | +4.6% | +33.6% | -29.0% | -0.6% |
| 3M | -2.7% | +10.8% | -13.5% | -5.0% |
| 6M | +18.4% | +130.5% | -112.2% | -2.0% |
| YTD | +37.4% | +104.4% | -67.1% | +15.5% |
| 1Y | +30.4% | +216.5% | -186.2% | -0.5% |
| 3Y | +147.9% | +465.9% | -318.0% | +51.9% |
| 5Y | +202.1% | +123.1% | +79.0% | +124.7% |
| All | +255.1% | +101.4% | +153.8% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling