+1,917.9%
VRT vs URI
+705.6%
+1,212.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.9% | +2.8% | +6.1% |
| 7D | -10.6% | -4.0% | -6.6% | -8.0% |
| 30D | -17.4% | +6.8% | -24.2% | -19.5% |
| 3M | -26.4% | -2.8% | -23.6% | -24.9% |
| 6M | -41.0% | +20.9% | -61.9% | -45.8% |
| YTD | +23.8% | +40.2% | -16.4% | +2.9% |
| 1Y | +11.6% | +34.1% | -22.5% | -5.0% |
| 3Y | +403.5% | +164.1% | +239.4% | +211.3% |
| 5Y | +647.0% | +199.3% | +447.7% | +329.0% |
| All | +1,917.9% | +705.6% | +1,212.3% | +580.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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