+653.0%
VMC vs URA
-51.6%
+704.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.2% |
| 7D | +0.5% | -4.1% | +4.6% | +1.7% |
| 30D | +15.8% | -19.0% | +34.8% | +22.6% |
| 3M | +0.6% | -25.1% | +25.7% | +8.6% |
| 6M | -4.0% | -44.5% | +40.5% | +12.1% |
| YTD | -0.3% | -24.3% | +24.0% | +4.3% |
| 1Y | -0.5% | -28.1% | +27.6% | +5.4% |
| 3Y | +39.6% | +40.7% | -1.1% | +13.2% |
| 5Y | +50.1% | +35.5% | +14.6% | +17.9% |
| 10Y | +163.9% | +281.2% | -117.2% | +26.8% |
| All | +653.0% | -51.6% | +704.6% | +574.6% |
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