+35.6%
URG vs VT
+221.8%
-186.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.2% |
| 7D | -17.6% | +2.4% | -19.9% | -20.1% |
| 30D | -26.5% | -1.5% | -25.0% | -24.2% |
| 3M | -54.5% | -4.1% | -50.4% | -50.9% |
| 6M | -67.4% | +0.6% | -67.9% | -66.5% |
| YTD | -56.1% | +11.0% | -67.2% | -60.6% |
| 1Y | -49.6% | +13.3% | -62.9% | -55.9% |
| 3Y | -61.9% | +73.4% | -135.3% | -81.0% |
| 5Y | -69.3% | +57.4% | -126.8% | -82.0% |
| All | +35.6% | +221.8% | -186.2% | -71.5% |
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