+1,186.3%
URI vs VTRS
-48.4%
+1,234.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -2.1% | -2.2% | +0.1% | -1.2% |
| 30D | -12.4% | +3.3% | -15.7% | -13.6% |
| 3M | -7.3% | +2.0% | -9.3% | -8.5% |
| 6M | +27.2% | +19.9% | +7.3% | +17.4% |
| YTD | +23.0% | +35.7% | -12.8% | +7.5% |
| 1Y | +3.9% | +68.1% | -64.2% | -16.9% |
| 3Y | +121.6% | +87.1% | +34.5% | +62.9% |
| 5Y | +201.1% | +47.6% | +153.4% | +134.8% |
| All | +1,186.3% | -48.4% | +1,234.6% | +1,186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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