-50.2%
VFC vs URA
+272.2%
-322.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.8% |
| 7D | -1.4% | +4.5% | -5.9% | -2.8% |
| 30D | +24.6% | -13.4% | +38.1% | +29.5% |
| 3M | +38.4% | -28.4% | +66.8% | +51.4% |
| 6M | +15.3% | -40.5% | +55.7% | +32.4% |
| YTD | +12.7% | -24.3% | +37.0% | +18.7% |
| 1Y | +32.7% | -28.8% | +61.5% | +41.8% |
| 3Y | +43.7% | +37.6% | +6.1% | +15.9% |
| 5Y | -69.2% | +30.7% | -99.8% | -75.7% |
| All | -50.2% | +272.2% | -322.5% | -78.4% |
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