+174.4%
URBN vs VT
+345.0%
-170.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -0.3% |
| 7D | -5.0% | -4.2% | -0.8% | -0.6% |
| 30D | +9.1% | -5.8% | +14.9% | +16.2% |
| 3M | +12.4% | -5.2% | +17.7% | +18.9% |
| 6M | +25.0% | +0.1% | +24.9% | +24.8% |
| YTD | +16.4% | +8.2% | +8.1% | +7.0% |
| 1Y | +35.8% | +10.1% | +25.7% | +22.6% |
| 3Y | +144.5% | +69.7% | +74.9% | +44.4% |
| 5Y | +146.7% | +53.4% | +93.4% | +63.5% |
| 10Y | +172.2% | +219.2% | -47.0% | -6.5% |
| All | +174.4% | +345.0% | -170.6% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling