+1,135.8%
URI vs VYM
+205.6%
+930.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.1% |
| 7D | +6.7% | +3.7% | +3.1% | +0.5% |
| 30D | +8.9% | +3.7% | +5.2% | +2.6% |
| 3M | +0.5% | -0.7% | +1.2% | +2.0% |
| 6M | +20.7% | +7.2% | +13.4% | +7.3% |
| YTD | +40.0% | +16.9% | +23.1% | +8.0% |
| 1Y | +34.4% | +19.6% | +14.8% | -0.2% |
| 3Y | +149.5% | +74.6% | +74.9% | +0.1% |
| 5Y | +205.6% | +72.3% | +133.2% | +29.8% |
| All | +1,135.8% | +205.6% | +930.2% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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