-77.9%
VFC vs URA
+128.0%
-205.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -11.6% | +7.4% | -19.0% | -13.5% |
| 3M | -18.1% | -8.4% | -9.7% | -16.8% |
| 6M | -27.4% | -12.7% | -14.6% | -25.5% |
| YTD | -24.8% | +7.8% | -32.6% | -27.6% |
| 1Y | -8.2% | +19.5% | -27.7% | -15.9% |
| 3Y | -29.1% | +116.4% | -145.5% | -48.3% |
| All | -77.9% | +128.0% | -205.9% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling