+3,474.5%
VLO vs URA
-31.1%
+3,505.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | +22.6% | +7.4% | +15.2% | +18.9% |
| 3M | +43.8% | -8.4% | +52.2% | +46.1% |
| 6M | +65.7% | -12.7% | +78.5% | +67.1% |
| YTD | +131.1% | +7.8% | +123.3% | +111.7% |
| 1Y | +143.6% | +19.5% | +124.2% | +108.6% |
| 3Y | +201.4% | +116.4% | +85.0% | +85.7% |
| 5Y | +568.9% | +134.3% | +434.6% | +267.7% |
| 10Y | +891.8% | +359.3% | +532.6% | +259.5% |
| All | +3,474.5% | -31.1% | +3,505.6% | +2,859.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling