-27.5%
URG vs VT
+393.2%
-420.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | +0.4% | -1.2% | -1.2% |
| 30D | +7.7% | +1.0% | +6.7% | +6.6% |
| 3M | -27.5% | +2.4% | -29.8% | -28.5% |
| 6M | -10.8% | +12.0% | -22.8% | -21.2% |
| YTD | +0.7% | +15.3% | -14.6% | -13.7% |
| 1Y | -9.7% | +22.6% | -32.3% | -28.0% |
| 3Y | +3.7% | +74.7% | -71.0% | -45.7% |
| 5Y | -5.4% | +66.1% | -71.5% | -44.1% |
| 10Y | +169.2% | +225.0% | -55.8% | -24.9% |
| All | -27.5% | +393.2% | -420.6% | -88.4% |
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