+420.0%
VLO vs URA
+33.4%
+386.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.1% |
| 7D | -13.3% | -4.1% | -9.2% | -12.7% |
| 30D | -18.3% | -19.0% | +0.7% | -15.3% |
| 3M | +14.3% | -25.1% | +39.5% | +19.7% |
| 6M | +47.6% | -44.5% | +92.1% | +63.4% |
| YTD | +116.0% | -24.3% | +140.3% | +117.4% |
| 1Y | +101.0% | -28.1% | +129.1% | +104.3% |
| 3Y | +199.0% | +40.7% | +158.3% | +130.2% |
| All | +420.0% | +33.4% | +386.6% | +302.4% |
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