+43.1%
VFC vs URA
-27.8%
+70.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.1% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +38.3% | -14.8% | +53.0% | +42.9% |
| 3M | +40.2% | -25.3% | +65.5% | +48.9% |
| 6M | +10.6% | -39.9% | +50.5% | +23.4% |
| YTD | +16.7% | -22.4% | +39.2% | +22.3% |
| All | +43.1% | -27.8% | +70.9% | +51.5% |
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