+53.7%
URE vs VT
+223.7%
-170.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | -1.2% |
| 7D | +4.5% | +0.4% | +4.1% | +3.8% |
| 30D | +14.4% | -2.6% | +17.0% | +19.2% |
| 3M | -1.7% | -3.2% | +1.5% | +3.6% |
| 6M | +0.4% | +0.9% | -0.6% | -3.2% |
| YTD | +19.8% | +11.3% | +8.5% | -3.1% |
| 1Y | +16.0% | +14.0% | +2.0% | -10.2% |
| 3Y | +61.5% | +75.8% | -14.3% | -43.1% |
| 5Y | -26.6% | +57.8% | -84.4% | -66.8% |
| 10Y | +53.7% | +219.8% | -166.1% | -75.6% |
| All | +53.7% | +223.7% | -170.0% | -75.6% |
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