+4,096.1%
URI vs VYM
+492.8%
+3,603.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.3% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -12.9% | -0.5% | -12.4% | -12.2% |
| 3M | -6.7% | +3.0% | -9.8% | -11.2% |
| 6M | +19.0% | +8.2% | +10.8% | +4.9% |
| YTD | +25.5% | +15.8% | +9.7% | -0.9% |
| 1Y | +5.5% | +20.8% | -15.3% | -22.3% |
| 3Y | +111.3% | +65.3% | +46.0% | -4.0% |
| 5Y | +198.6% | +76.6% | +122.0% | +26.0% |
| 10Y | +1,179.9% | +203.9% | +976.0% | +150.8% |
| All | +4,096.1% | +492.8% | +3,603.2% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling