+161.1%
VEA vs URA
+346.2%
-185.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.3% | +1.9% |
| 7D | -1.5% | -5.5% | +4.0% | -0.1% |
| 30D | -0.8% | -3.7% | +2.9% | -0.1% |
| 3M | +2.5% | -2.9% | +5.4% | +2.8% |
| 6M | +11.1% | -15.2% | +26.4% | +14.7% |
| YTD | +17.2% | +1.9% | +15.3% | +14.4% |
| 1Y | +24.5% | +6.9% | +17.6% | +18.5% |
| 3Y | +75.4% | +99.6% | -24.2% | +35.5% |
| 5Y | +61.1% | +101.2% | -40.1% | +18.5% |
| All | +161.1% | +346.2% | -185.1% | +35.0% |
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