+22.1%
URE vs VT
+374.2%
-352.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.6% | +0.4% | -3.1% | -3.5% |
| 30D | -6.4% | +1.0% | -7.4% | -8.2% |
| 3M | -2.8% | +2.4% | -5.2% | -9.2% |
| 6M | -0.6% | +12.0% | -12.6% | -22.9% |
| YTD | +15.4% | +15.3% | +0.1% | -16.0% |
| 1Y | +9.3% | +22.6% | -13.3% | -30.1% |
| 3Y | +30.4% | +74.7% | -44.3% | -59.7% |
| 5Y | -30.0% | +66.1% | -96.2% | -75.1% |
| 10Y | +19.2% | +225.0% | -205.8% | -88.6% |
| All | +22.1% | +374.2% | -352.1% | -90.9% |
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