+484.0%
V vs URA
+266.3%
+217.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +0.9% | -1.5% | +2.5% | +1.1% |
| 30D | +9.0% | -10.4% | +19.4% | +11.0% |
| 3M | +16.7% | -29.6% | +46.4% | +23.9% |
| 6M | +33.4% | -40.3% | +73.7% | +45.3% |
| YTD | +22.4% | -25.5% | +47.8% | +24.9% |
| 1Y | +27.7% | -26.4% | +54.1% | +30.3% |
| 3Y | +78.0% | +31.4% | +46.5% | +50.3% |
| 5Y | +108.5% | +28.6% | +79.9% | +70.5% |
| All | +484.0% | +266.3% | +217.7% | +185.7% |
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