+1,186.2%
URI vs VTEB
+17.5%
+1,168.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.1% | -3.2% |
| 7D | -0.5% | -1.2% | +0.7% | +0.7% |
| 30D | -13.4% | -2.9% | -10.5% | -11.0% |
| 3M | -6.2% | -3.2% | -3.1% | -3.4% |
| 6M | +28.0% | -2.6% | +30.6% | +31.2% |
| YTD | +23.0% | -1.8% | +24.8% | +25.2% |
| 1Y | +5.5% | +0.2% | +5.3% | +5.5% |
| 3Y | +119.2% | +8.2% | +111.0% | +104.0% |
| 5Y | +201.0% | +0.8% | +200.2% | +195.0% |
| All | +1,186.2% | +17.5% | +1,168.8% | +1,556.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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