+159.8%
URBN vs VT
+215.5%
-55.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.6% |
| 7D | -6.6% | -2.3% | -4.3% | -3.7% |
| 30D | +6.2% | -5.0% | +11.2% | +13.3% |
| 3M | +9.1% | -4.9% | +13.9% | +16.1% |
| 6M | +18.3% | -1.5% | +19.8% | +20.3% |
| YTD | +12.5% | +8.5% | +4.1% | +0.9% |
| 1Y | +35.5% | +11.4% | +24.1% | +17.2% |
| 3Y | +137.4% | +70.1% | +67.3% | +21.9% |
| 5Y | +138.7% | +53.7% | +84.9% | +40.7% |
| All | +159.8% | +215.5% | -55.7% | -35.7% |
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