+223.9%
VEA vs URA
-31.1%
+255.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | +1.9% | +7.4% | -5.4% | -0.3% |
| 3M | +3.2% | -8.4% | +11.6% | +5.2% |
| 6M | +10.2% | -12.7% | +22.9% | +13.2% |
| YTD | +18.9% | +7.8% | +11.1% | +13.9% |
| 1Y | +29.3% | +19.5% | +9.9% | +18.4% |
| 3Y | +76.8% | +116.4% | -39.7% | +29.6% |
| 5Y | +61.2% | +134.3% | -73.1% | +9.1% |
| 10Y | +163.3% | +359.3% | -196.0% | +30.1% |
| All | +223.9% | -31.1% | +255.1% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling