+213.0%
VT vs URI
+1,357.5%
-1,144.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.1% | +3.0% | -2.2% |
| 7D | -4.2% | -12.9% | +8.8% | -0.7% |
| 30D | -5.8% | -3.4% | -2.4% | -5.1% |
| 3M | -5.2% | -10.0% | +4.8% | -2.9% |
| 6M | +0.1% | +12.2% | -12.1% | -3.8% |
| YTD | +8.2% | +29.8% | -21.5% | -1.7% |
| 1Y | +10.1% | +24.6% | -14.5% | +1.1% |
| 3Y | +69.7% | +137.6% | -67.9% | +25.5% |
| 5Y | +53.4% | +176.6% | -123.2% | +5.1% |
| All | +213.0% | +1,357.5% | -1,144.6% | +43.2% |
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