+717.1%
VLO vs URA
+289.1%
+428.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.5% |
| 7D | -9.5% | +0.3% | -9.8% | -9.6% |
| 30D | -19.1% | -14.8% | -4.4% | -15.5% |
| 3M | +11.4% | -25.3% | +36.7% | +20.3% |
| 6M | +46.7% | -39.9% | +86.7% | +67.7% |
| YTD | +118.6% | -22.4% | +141.0% | +121.5% |
| 1Y | +99.9% | -29.0% | +128.9% | +107.9% |
| 3Y | +210.5% | +41.0% | +169.5% | +125.7% |
| 5Y | +432.7% | +38.3% | +394.3% | +271.2% |
| 10Y | +717.1% | +276.1% | +441.1% | +179.5% |
| All | +717.1% | +289.1% | +428.1% | +179.5% |
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