+40.7%
URA vs VLTO
+69.5%
-28.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.4% |
| 7D | -4.1% | +5.4% | -9.5% | -4.5% |
| 30D | -19.0% | +22.3% | -41.3% | -20.6% |
| 3M | -25.1% | +19.6% | -44.8% | -26.4% |
| 6M | -44.5% | +35.2% | -79.6% | -46.6% |
| YTD | -24.3% | +17.9% | -42.2% | -25.2% |
| 1Y | -28.1% | +19.5% | -47.6% | -29.2% |
| 3Y | +40.7% | +73.9% | -33.2% | +29.2% |
| All | +40.7% | +69.5% | -28.8% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling