+455.4%
V vs URA
+272.4%
+183.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.8% | +1.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +9.9% | -14.8% | +24.7% | +13.0% |
| 3M | +17.5% | -25.3% | +42.8% | +23.4% |
| 6M | +33.5% | -39.9% | +73.4% | +45.3% |
| YTD | +21.6% | -22.4% | +44.0% | +23.2% |
| 1Y | +27.6% | -29.0% | +56.5% | +31.5% |
| 3Y | +76.4% | +41.0% | +35.4% | +46.6% |
| 5Y | +103.8% | +38.3% | +65.5% | +63.8% |
| All | +455.4% | +272.4% | +183.0% | +159.4% |
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