+153.7%
URBN vs VT
+374.2%
-220.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.1% | +0.4% | -0.6% | -0.6% |
| 30D | +4.0% | +1.0% | +3.0% | +2.8% |
| 3M | +11.1% | +2.4% | +8.7% | +8.3% |
| 6M | +21.0% | +12.0% | +9.0% | +7.6% |
| YTD | +7.6% | +15.3% | -7.8% | -7.4% |
| 1Y | +13.5% | +22.6% | -9.1% | -8.4% |
| 3Y | +144.0% | +74.7% | +69.4% | +39.5% |
| 5Y | +151.5% | +66.1% | +85.3% | +53.5% |
| 10Y | +124.3% | +225.0% | -100.7% | -25.0% |
| All | +153.7% | +374.2% | -220.4% | -40.0% |
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