+599.5%
VMC vs URA
-31.1%
+630.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -4.3% | +1.1% | -5.4% | -4.6% |
| 30D | -8.2% | +7.4% | -15.6% | -10.3% |
| 3M | -7.0% | -8.4% | +1.3% | -5.5% |
| 6M | -10.8% | -12.7% | +2.0% | -8.7% |
| YTD | -7.4% | +7.8% | -15.2% | -12.0% |
| 1Y | -9.5% | +19.5% | -28.9% | -18.0% |
| 3Y | +20.5% | +116.4% | -96.0% | -13.9% |
| 5Y | +51.6% | +134.3% | -82.7% | -0.7% |
| 10Y | +150.0% | +359.3% | -209.2% | +16.1% |
| All | +599.5% | -31.1% | +630.6% | +468.7% |
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