+263.1%
VIG vs URA
+272.2%
-9.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.7% |
| 7D | +3.1% | +4.5% | -1.4% | +2.2% |
| 30D | +5.0% | -13.4% | +18.5% | +7.7% |
| 3M | +2.7% | -28.4% | +31.1% | +8.7% |
| 6M | +11.0% | -40.5% | +51.4% | +21.0% |
| YTD | +16.0% | -24.3% | +40.2% | +19.1% |
| 1Y | +16.3% | -28.8% | +45.1% | +20.6% |
| 3Y | +66.8% | +37.6% | +29.2% | +44.8% |
| 5Y | +64.8% | +30.7% | +34.1% | +40.1% |
| All | +263.1% | +272.2% | -9.1% | +106.3% |
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