+167.3%
URG vs VT
+221.4%
-54.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | +3.7% | +1.0% | +2.7% | +2.3% |
| 30D | -0.7% | -0.2% | -0.5% | -0.2% |
| 3M | -14.7% | +4.5% | -19.3% | -19.1% |
| 6M | -2.1% | +14.1% | -16.2% | -16.9% |
| YTD | 0.0% | +14.8% | -14.8% | -15.3% |
| 1Y | -4.1% | +21.2% | -25.3% | -24.4% |
| 3Y | -3.5% | +76.6% | -80.0% | -53.7% |
| 5Y | -7.9% | +66.6% | -74.5% | -50.1% |
| 10Y | +167.3% | +222.3% | -55.0% | -35.7% |
| All | +167.3% | +221.4% | -54.1% | -35.7% |
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 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