+900.2%
VLO vs URA
+371.9%
+528.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.1% | +2.3% |
| 7D | +5.8% | +8.1% | -2.3% | +3.2% |
| 30D | +28.3% | +5.8% | +22.6% | +25.7% |
| 3M | +48.7% | +3.4% | +45.3% | +45.5% |
| 6M | +71.9% | -2.6% | +74.5% | +67.1% |
| YTD | +138.7% | +11.2% | +127.5% | +118.5% |
| 1Y | +148.5% | +19.8% | +128.6% | +115.9% |
| 3Y | +192.7% | +121.5% | +71.2% | +84.1% |
| 5Y | +601.6% | +134.5% | +467.2% | +296.9% |
| 10Y | +900.2% | +376.7% | +523.5% | +241.1% |
| All | +900.2% | +371.9% | +528.3% | +241.1% |
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 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