+41.1%
URG vs VT
+217.6%
-176.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.5% | -15.9% | -15.7% |
| 7D | -7.2% | -0.1% | -7.0% | -6.5% |
| 30D | -32.9% | -3.1% | -29.9% | -29.1% |
| 3M | -52.3% | -3.5% | -48.8% | -49.0% |
| 6M | -61.1% | +0.5% | -61.5% | -60.0% |
| YTD | -51.3% | +10.8% | -62.0% | -56.0% |
| 1Y | -48.3% | +11.9% | -60.2% | -53.9% |
| 3Y | -56.6% | +73.0% | -129.5% | -78.3% |
| 5Y | -64.9% | +58.6% | -123.5% | -79.6% |
| 10Y | +41.1% | +219.2% | -178.0% | -69.6% |
| All | +41.1% | +217.6% | -176.5% | -69.6% |
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