+266.6%
URA vs VO
+197.6%
+68.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.5% | +3.1% | -4.6% | -4.6% |
| 30D | -10.4% | +2.2% | -12.6% | -12.3% |
| 3M | -29.6% | -2.5% | -27.1% | -27.4% |
| 6M | -40.3% | +7.0% | -47.2% | -43.7% |
| YTD | -25.5% | +14.0% | -39.5% | -33.5% |
| 1Y | -26.4% | +15.6% | -42.1% | -35.2% |
| 3Y | +31.4% | +66.2% | -34.7% | -18.4% |
| 5Y | +28.6% | +36.6% | -8.0% | -2.9% |
| All | +266.6% | +197.6% | +68.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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