+263.2%
VIG vs URA
+266.3%
-3.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +3.5% | -1.5% | +5.0% | +3.7% |
| 30D | +4.9% | -10.4% | +15.3% | +6.9% |
| 3M | +2.5% | -29.6% | +32.1% | +8.9% |
| 6M | +11.0% | -40.3% | +51.3% | +21.0% |
| YTD | +16.0% | -25.5% | +41.5% | +19.5% |
| 1Y | +17.5% | -26.4% | +44.0% | +21.1% |
| 3Y | +67.0% | +31.4% | +35.6% | +46.4% |
| 5Y | +64.8% | +28.6% | +36.2% | +40.5% |
| All | +263.2% | +266.3% | -3.1% | +106.9% |
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