+211.7%
VNQ vs URA
-31.1%
+242.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -1.3% | +1.1% | -2.3% | -1.5% |
| 30D | -2.9% | +7.4% | -10.3% | -4.5% |
| 3M | +0.8% | -8.4% | +9.2% | +1.8% |
| 6M | +2.5% | -12.7% | +15.2% | +3.9% |
| YTD | +10.6% | +7.8% | +2.8% | +6.2% |
| 1Y | +9.1% | +19.5% | -10.4% | +0.9% |
| 3Y | +31.0% | +116.4% | -85.4% | +1.3% |
| 5Y | +4.9% | +134.3% | -129.4% | -23.9% |
| 10Y | +59.5% | +359.3% | -299.8% | -10.7% |
| All | +211.7% | -31.1% | +242.8% | +164.0% |
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