-11.2%
VG vs URA
-44.2%
+33.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -5.9% |
| 7D | -22.0% | -13.3% | -8.7% | -26.3% |
| 30D | -14.7% | -25.9% | +11.2% | -25.1% |
| 3M | -7.1% | -27.8% | +20.7% | -18.5% |
| 6M | -11.2% | -42.8% | +31.7% | -32.2% |
| All | -11.2% | -44.2% | +33.1% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling