+298.5%
URNM vs VT
+127.1%
+171.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.4% | -4.2% |
| 7D | +1.1% | -0.1% | +1.3% | +1.3% |
| 30D | -10.2% | -3.1% | -7.1% | -6.3% |
| 3M | -23.5% | -3.5% | -20.0% | -19.4% |
| 6M | -35.7% | +0.5% | -36.2% | -35.1% |
| YTD | -23.9% | +10.8% | -34.7% | -30.9% |
| 1Y | -26.1% | +11.9% | -38.0% | -33.5% |
| 3Y | +1.0% | +73.0% | -72.0% | -45.2% |
| 5Y | +1.3% | +58.6% | -57.3% | -38.6% |
| All | +298.5% | +127.1% | +171.4% | +86.8% |
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