+282.2%
URNM vs VT
+121.8%
+160.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +2.4% |
| 7D | -10.5% | -4.2% | -6.3% | -5.6% |
| 30D | -20.3% | -5.8% | -14.5% | -13.9% |
| 3M | -23.7% | -5.2% | -18.4% | -17.9% |
| 6M | -38.2% | +0.1% | -38.3% | -37.3% |
| YTD | -27.0% | +8.2% | -35.2% | -31.8% |
| 1Y | -27.8% | +10.1% | -37.9% | -33.7% |
| 3Y | -3.9% | +69.7% | -73.6% | -46.6% |
| 5Y | -1.9% | +53.4% | -55.2% | -38.1% |
| All | +282.2% | +121.8% | +160.3% | +84.3% |
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