+29.8%
URA vs VT
+53.2%
-23.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | +1.3% |
| 7D | -13.3% | -4.2% | -9.1% | -7.1% |
| 30D | -25.9% | -5.8% | -20.1% | -18.2% |
| 3M | -27.8% | -5.2% | -22.5% | -20.7% |
| 6M | -42.8% | +0.1% | -43.0% | -41.7% |
| YTD | -27.5% | +8.2% | -35.7% | -33.3% |
| 1Y | -35.1% | +10.1% | -45.3% | -41.5% |
| 3Y | +31.1% | +69.7% | -38.6% | -35.8% |
| 5Y | +29.8% | +53.4% | -23.6% | -18.4% |
| All | +29.8% | +53.2% | -23.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling