+43.0%
VMC vs URA
+33.4%
+9.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.9% |
| 7D | +0.5% | -4.1% | +4.6% | +1.3% |
| 30D | +15.8% | -19.0% | +34.8% | +20.7% |
| 3M | +0.6% | -25.1% | +25.7% | +6.3% |
| 6M | -4.0% | -44.5% | +40.5% | +7.6% |
| YTD | -0.3% | -24.3% | +24.0% | +3.1% |
| 1Y | -0.5% | -28.1% | +27.6% | +3.8% |
| 3Y | +39.6% | +40.7% | -1.1% | +17.6% |
| All | +43.0% | +33.4% | +9.6% | +18.8% |
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