-51.5%
URA vs VO
+485.8%
-537.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -2.8% |
| 7D | +4.5% | +2.9% | +1.5% | +1.3% |
| 30D | -13.4% | +1.0% | -14.4% | -14.2% |
| 3M | -28.4% | -1.7% | -26.7% | -26.6% |
| 6M | -40.5% | +6.7% | -47.2% | -43.9% |
| YTD | -24.3% | +14.0% | -38.2% | -32.9% |
| 1Y | -28.8% | +13.7% | -42.5% | -36.6% |
| 3Y | +37.6% | +65.8% | -28.2% | -17.8% |
| 5Y | +30.7% | +36.6% | -5.9% | -2.6% |
| 10Y | +266.8% | +198.9% | +67.9% | +14.3% |
| All | -51.5% | +485.8% | -537.3% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling