-61.7%
URG vs VT
+363.9%
-425.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.0% |
| 7D | -12.9% | -2.3% | -10.6% | -10.1% |
| 30D | -32.7% | -5.0% | -27.8% | -27.7% |
| 3M | -43.5% | -4.9% | -38.6% | -39.1% |
| 6M | -60.0% | -1.5% | -58.5% | -58.1% |
| YTD | -46.8% | +8.5% | -55.2% | -50.3% |
| 1Y | -41.7% | +11.4% | -53.1% | -47.2% |
| 3Y | -51.6% | +70.1% | -121.7% | -73.5% |
| 5Y | -61.1% | +53.7% | -114.8% | -74.5% |
| 10Y | +72.1% | +220.0% | -147.9% | -50.2% |
| All | -61.7% | +363.9% | -425.5% | -93.3% |
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