+1.5%
VFC vs URA
-31.1%
+32.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -11.6% | +7.4% | -19.0% | -13.7% |
| 3M | -18.1% | -8.4% | -9.7% | -16.6% |
| 6M | -27.4% | -12.7% | -14.6% | -25.3% |
| YTD | -24.8% | +7.8% | -32.6% | -28.0% |
| 1Y | -8.2% | +19.5% | -27.7% | -16.4% |
| 3Y | -29.1% | +116.4% | -145.5% | -48.5% |
| 5Y | -79.2% | +134.3% | -213.4% | -85.8% |
| 10Y | -68.1% | +359.3% | -427.4% | -83.6% |
| All | +1.5% | -31.1% | +32.6% | -28.7% |
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