+212.4%
URI vs VYM
+76.9%
+135.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.2% |
| 7D | +5.0% | -1.0% | +6.0% | +6.8% |
| 30D | -9.4% | -2.0% | -7.4% | -6.1% |
| 3M | -5.8% | +3.1% | -8.9% | -10.8% |
| 6M | +25.8% | +8.9% | +16.9% | +8.4% |
| YTD | +27.9% | +14.7% | +13.2% | +0.5% |
| 1Y | +9.7% | +19.4% | -9.7% | -19.7% |
| 3Y | +128.0% | +65.4% | +62.6% | -4.4% |
| 5Y | +212.4% | +77.6% | +134.8% | +18.8% |
| All | +212.4% | +76.9% | +135.5% | +18.8% |
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