+224.6%
URI vs VSXY
+37.4%
+187.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.2% |
| 7D | -2.0% | -14.0% | +12.0% | +0.4% |
| 30D | -12.9% | -15.9% | +3.0% | -10.7% |
| 3M | -6.7% | +3.4% | -10.1% | -8.3% |
| 6M | +19.0% | +25.9% | -6.9% | +9.8% |
| YTD | +25.5% | +39.5% | -14.0% | +13.1% |
| 1Y | +5.5% | +194.4% | -188.8% | -19.7% |
| 3Y | +111.3% | +281.4% | -170.1% | +37.9% |
| 5Y | +198.6% | +12.8% | +185.8% | +142.8% |
| All | +224.6% | +37.4% | +187.2% | +155.6% |
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