-68.8%
VFC vs URA
+371.9%
-440.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.8% |
| 7D | +0.8% | +8.1% | -7.3% | -1.6% |
| 30D | -11.9% | +5.8% | -17.7% | -13.7% |
| 3M | -20.2% | +3.4% | -23.6% | -21.4% |
| 6M | -23.0% | -2.6% | -20.4% | -23.3% |
| YTD | -26.2% | +11.2% | -37.4% | -30.3% |
| 1Y | -13.3% | +19.8% | -33.2% | -21.8% |
| 3Y | -25.5% | +121.5% | -146.9% | -48.2% |
| 5Y | -78.1% | +134.5% | -212.6% | -85.9% |
| 10Y | -68.8% | +376.7% | -445.5% | -87.0% |
| All | -68.8% | +371.9% | -440.7% | -87.0% |
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