+473.2%
VLO vs URA
+25.6%
+447.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +9.6% | -1.5% | +11.2% | +9.9% |
| 30D | -17.4% | -10.4% | -7.0% | -15.9% |
| 3M | +10.8% | -29.6% | +40.4% | +17.4% |
| 6M | +56.9% | -40.3% | +97.2% | +70.8% |
| YTD | +136.8% | -25.5% | +162.3% | +138.9% |
| 1Y | +120.7% | -26.4% | +147.1% | +122.6% |
| 3Y | +231.9% | +31.4% | +200.5% | +161.2% |
| All | +473.2% | +25.6% | +447.6% | +339.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling