-48.6%
VFC vs URA
+266.3%
-314.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.9% | +3.7% |
| 7D | +1.6% | -1.5% | +3.2% | +2.0% |
| 30D | +25.5% | -10.4% | +35.9% | +29.1% |
| 3M | +41.3% | -29.6% | +70.9% | +55.3% |
| 6M | +22.2% | -40.3% | +62.5% | +40.2% |
| YTD | +16.4% | -25.5% | +41.9% | +23.1% |
| 1Y | +38.4% | -26.4% | +64.8% | +46.4% |
| 3Y | +56.2% | +31.4% | +24.8% | +28.0% |
| 5Y | -68.2% | +28.6% | -96.7% | -74.8% |
| All | -48.6% | +266.3% | -314.9% | -77.6% |
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 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