+546.0%
VIG vs URA
-31.1%
+577.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | -0.4% | +1.1% | -1.5% | -0.7% |
| 30D | -1.0% | +7.4% | -8.4% | -2.6% |
| 3M | +2.8% | -8.4% | +11.2% | +4.0% |
| 6M | +8.2% | -12.7% | +20.9% | +9.8% |
| YTD | +11.0% | +7.8% | +3.2% | +7.0% |
| 1Y | +16.1% | +19.5% | -3.3% | +8.3% |
| 3Y | +56.2% | +116.4% | -60.3% | +23.2% |
| 5Y | +63.0% | +134.3% | -71.3% | +20.9% |
| 10Y | +241.4% | +359.3% | -117.8% | +99.2% |
| All | +546.0% | -31.1% | +577.1% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling