+129.7%
URBN vs VT
+220.7%
-91.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | +0.3% | -0.1% | +0.4% | +0.6% |
| 30D | +5.8% | -3.1% | +8.9% | +10.1% |
| 3M | +9.4% | -3.5% | +12.9% | +14.4% |
| 6M | +21.6% | +0.5% | +21.2% | +20.7% |
| YTD | +15.6% | +10.8% | +4.8% | +0.9% |
| 1Y | +40.2% | +11.9% | +28.3% | +20.8% |
| 3Y | +145.7% | +73.0% | +72.7% | +23.4% |
| 5Y | +146.7% | +58.6% | +88.1% | +39.8% |
| All | +129.7% | +220.7% | -91.0% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling