-13.3%
VFC vs URA
+20.2%
-33.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.4% |
| 7D | +0.8% | +8.1% | -7.3% | -0.5% |
| 30D | -11.9% | +5.8% | -17.7% | -12.9% |
| 3M | -20.2% | +3.4% | -23.6% | -21.1% |
| 6M | -23.0% | -2.6% | -20.4% | -23.0% |
| YTD | -26.2% | +11.2% | -37.4% | -25.6% |
| 1Y | -13.3% | +19.8% | -33.2% | -10.0% |
| All | -13.3% | +20.2% | -33.5% | -10.0% |
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 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