+719.3%
VLO vs URA
+283.4%
+435.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.7% |
| 7D | -13.3% | -4.1% | -9.2% | -12.2% |
| 30D | -18.3% | -19.0% | +0.7% | -13.3% |
| 3M | +14.3% | -25.1% | +39.5% | +23.3% |
| 6M | +47.6% | -44.5% | +92.1% | +73.1% |
| YTD | +116.0% | -24.3% | +140.3% | +120.4% |
| 1Y | +101.0% | -28.1% | +129.1% | +107.8% |
| 3Y | +199.0% | +40.7% | +158.3% | +116.6% |
| 5Y | +419.0% | +35.5% | +383.6% | +263.0% |
| All | +719.3% | +283.4% | +435.9% | +171.1% |
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