+361.8%
VRT vs URA
+36.0%
+325.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +0.1% |
| 7D | -21.4% | -4.1% | -17.2% | -18.4% |
| 30D | -25.8% | -19.0% | -6.8% | -12.5% |
| 3M | -33.5% | -25.1% | -8.4% | -17.6% |
| 6M | -49.0% | -44.5% | -4.5% | -21.5% |
| YTD | +12.9% | -24.3% | +37.3% | +33.6% |
| 1Y | 0.0% | -28.1% | +28.1% | +23.0% |
| 3Y | +361.8% | +40.7% | +321.1% | +223.0% |
| All | +361.8% | +36.0% | +325.8% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling