+1,250.4%
VUG vs URI
+4,640.2%
-3,389.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -0.1% | -2.0% | +1.9% | +0.3% |
| 30D | -0.3% | -12.9% | +12.6% | +2.8% |
| 3M | -0.7% | -6.7% | +6.0% | +0.5% |
| 6M | +14.6% | +19.0% | -4.4% | +8.6% |
| YTD | +9.0% | +25.5% | -16.5% | +1.4% |
| 1Y | +14.9% | +5.5% | +9.3% | +11.0% |
| 3Y | +86.0% | +111.3% | -25.3% | +49.9% |
| 5Y | +76.7% | +198.6% | -121.9% | +29.5% |
| 10Y | +411.3% | +1,179.9% | -768.6% | +153.6% |
| All | +1,250.4% | +4,640.2% | -3,389.8% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling