+449.7%
V vs URA
+278.3%
+171.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.8% |
| 7D | +2.2% | -4.1% | +6.3% | +2.9% |
| 30D | +13.6% | -19.0% | +32.6% | +17.9% |
| 3M | +14.3% | -25.1% | +39.4% | +19.9% |
| 6M | +33.1% | -44.5% | +77.6% | +47.2% |
| YTD | +21.2% | -24.3% | +45.6% | +23.5% |
| 1Y | +26.4% | -28.1% | +54.6% | +29.9% |
| 3Y | +77.6% | +40.7% | +36.9% | +47.4% |
| 5Y | +102.6% | +35.5% | +67.1% | +63.4% |
| All | +449.7% | +278.3% | +171.4% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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