+790.3%
VLO vs URA
+266.3%
+524.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | +9.6% | -1.5% | +11.2% | +10.1% |
| 30D | -17.4% | -10.4% | -7.0% | -15.0% |
| 3M | +10.8% | -29.6% | +40.4% | +21.8% |
| 6M | +56.9% | -40.3% | +97.2% | +79.5% |
| YTD | +136.8% | -25.5% | +162.3% | +142.6% |
| 1Y | +120.7% | -26.4% | +147.1% | +125.9% |
| 3Y | +231.9% | +31.4% | +200.5% | +147.3% |
| 5Y | +479.0% | +28.6% | +450.4% | +314.9% |
| All | +790.3% | +266.3% | +524.1% | +201.6% |
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