+160.4%
VEA vs URA
+272.2%
-111.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.3% |
| 7D | +1.8% | +4.5% | -2.6% | +0.6% |
| 30D | -0.9% | -13.4% | +12.5% | +2.6% |
| 3M | -5.0% | -28.4% | +23.4% | +2.9% |
| 6M | 0.0% | -40.5% | +40.5% | +13.0% |
| YTD | +12.2% | -24.3% | +36.5% | +17.8% |
| 1Y | +14.7% | -28.8% | +43.5% | +22.0% |
| 3Y | +73.2% | +37.6% | +35.6% | +47.4% |
| 5Y | +53.7% | +30.7% | +23.0% | +27.8% |
| All | +160.4% | +272.2% | -111.8% | +34.7% |
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