+209.5%
URI vs VYM
+72.5%
+137.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +9.3% | +3.3% | +6.0% | +3.3% |
| 30D | +7.6% | +3.8% | +3.8% | +1.1% |
| 3M | +1.0% | -0.4% | +1.4% | +2.0% |
| 6M | +19.8% | +7.1% | +12.7% | +6.2% |
| YTD | +41.9% | +17.1% | +24.8% | +7.9% |
| 1Y | +33.4% | +18.4% | +15.0% | -0.4% |
| 3Y | +156.0% | +74.5% | +81.5% | -1.7% |
| 5Y | +209.5% | +72.5% | +137.0% | +27.3% |
| All | +209.5% | +72.5% | +137.0% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling