+120.0%
URBN vs VT
+221.8%
-101.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.2% |
| 7D | +1.9% | +2.4% | -0.4% | -1.0% |
| 30D | +2.0% | -1.5% | +3.5% | +4.0% |
| 3M | +13.3% | -4.1% | +17.4% | +19.5% |
| 6M | +30.0% | +0.6% | +29.5% | +28.8% |
| YTD | +14.7% | +11.0% | +3.7% | -0.1% |
| 1Y | +36.6% | +13.3% | +23.3% | +15.7% |
| 3Y | +152.1% | +73.4% | +78.7% | +26.2% |
| 5Y | +142.3% | +57.4% | +84.8% | +38.5% |
| All | +120.0% | +221.8% | -101.8% | -53.2% |
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