+778.9%
VLO vs URA
+272.2%
+506.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.9% | +4.2% |
| 7D | +6.8% | +4.5% | +2.3% | +5.2% |
| 30D | -17.9% | -13.4% | -4.4% | -14.6% |
| 3M | +13.5% | -28.4% | +42.0% | +24.2% |
| 6M | +53.0% | -40.5% | +93.5% | +75.3% |
| YTD | +133.7% | -24.3% | +158.0% | +138.3% |
| 1Y | +115.7% | -28.8% | +144.5% | +123.7% |
| 3Y | +231.9% | +37.6% | +194.3% | +142.8% |
| 5Y | +471.6% | +30.7% | +440.9% | +307.6% |
| All | +778.9% | +272.2% | +506.6% | +196.3% |
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