+362.2%
URA vs VO
+194.1%
+168.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +1.1% | -0.3% | +1.3% | +1.4% |
| 30D | +7.4% | -0.3% | +7.7% | +7.9% |
| 3M | -8.4% | +2.9% | -11.3% | -10.6% |
| 6M | -12.7% | +9.3% | -22.1% | -19.3% |
| YTD | +7.8% | +14.2% | -6.4% | -4.3% |
| 1Y | +19.5% | +15.3% | +4.2% | +5.3% |
| 3Y | +116.4% | +56.2% | +60.2% | +42.4% |
| 5Y | +134.3% | +42.4% | +91.8% | +70.7% |
| All | +362.2% | +194.1% | +168.1% | +86.4% |
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