+1,186.3%
URI vs VYM
+209.2%
+977.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -1.1% |
| 7D | -2.1% | -0.8% | -1.3% | -0.7% |
| 30D | -12.4% | -2.2% | -10.2% | -9.0% |
| 3M | -7.3% | +3.1% | -10.3% | -12.0% |
| 6M | +27.2% | +9.7% | +17.5% | +8.8% |
| YTD | +23.0% | +14.9% | +8.1% | -2.6% |
| 1Y | +3.9% | +17.6% | -13.6% | -20.8% |
| 3Y | +121.6% | +65.3% | +56.3% | -2.8% |
| 5Y | +201.1% | +78.7% | +122.3% | +19.9% |
| All | +1,186.3% | +209.2% | +977.1% | +106.0% |
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