+54.6%
VFC vs URA
-51.6%
+106.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.2% | -1.1% |
| 7D | +11.2% | -4.1% | +15.3% | +12.4% |
| 30D | +41.5% | -19.0% | +60.5% | +49.6% |
| 3M | +38.9% | -25.1% | +64.1% | +49.5% |
| 6M | +6.1% | -44.5% | +50.6% | +23.6% |
| YTD | +14.5% | -24.3% | +38.9% | +20.6% |
| 1Y | +46.0% | -28.1% | +74.1% | +55.3% |
| 3Y | +36.4% | +40.7% | -4.3% | +12.3% |
| 5Y | -67.5% | +35.5% | -103.0% | -74.0% |
| 10Y | -45.8% | +281.2% | -327.0% | -70.7% |
| All | +54.6% | -51.6% | +106.3% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling