+789.2%
VGT vs URA
+361.2%
+428.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +2.9% | +0.3% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | -0.4% | -0.4% | -0.1% | -0.6% |
| 3M | +6.6% | +6.3% | +0.4% | +4.1% |
| 6M | +31.0% | -14.0% | +45.0% | +35.9% |
| YTD | +27.2% | +5.3% | +21.9% | +22.2% |
| 1Y | +34.5% | +11.7% | +22.8% | +25.0% |
| 3Y | +123.1% | +109.8% | +13.3% | +61.6% |
| 5Y | +135.1% | +108.0% | +27.1% | +62.9% |
| All | +789.2% | +361.2% | +428.0% | +314.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling