+31.2%
VCIT vs URA
+266.3%
-235.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -1.4% | -1.5% | +0.1% | -1.4% |
| 30D | +0.6% | -10.4% | +11.0% | +0.8% |
| 3M | -2.2% | -29.6% | +27.4% | -1.4% |
| 6M | -2.3% | -40.3% | +38.0% | -1.2% |
| YTD | -2.2% | -25.5% | +23.3% | -1.7% |
| 1Y | -1.4% | -26.4% | +25.1% | -0.9% |
| 3Y | +18.7% | +31.4% | -12.7% | +17.1% |
| 5Y | +3.6% | +28.6% | -25.0% | +1.7% |
| All | +31.2% | +266.3% | -235.1% | +22.2% |
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