+55.6%
VFC vs URA
-32.2%
+87.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.7% |
| 7D | +21.5% | -10.5% | +32.0% | +24.4% |
| 30D | +46.7% | -18.6% | +65.3% | +53.4% |
| 3M | +38.4% | -23.0% | +61.4% | +46.0% |
| 6M | +15.2% | -40.3% | +55.5% | +29.1% |
| YTD | +17.8% | -23.5% | +41.3% | +22.8% |
| 1Y | +55.6% | -31.1% | +86.7% | +66.8% |
| All | +55.6% | -32.2% | +87.7% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling