-39.3%
VG vs URA
+55.2%
-94.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | +16.0% | +7.4% | +8.6% | +14.4% |
| 3M | +9.7% | -8.4% | +18.1% | +11.5% |
| 6M | +29.6% | -12.7% | +42.3% | +29.5% |
| YTD | +112.0% | +7.8% | +104.2% | +86.4% |
| 1Y | +12.8% | +19.5% | -6.7% | -14.1% |
| All | -39.3% | +55.2% | -94.5% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling