+3.5%
VSAT vs URA
+371.9%
-368.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +1.6% |
| 7D | +17.3% | +8.1% | +9.2% | +12.7% |
| 30D | -3.3% | +5.8% | -9.0% | -6.0% |
| 3M | +18.7% | +3.4% | +15.3% | +16.9% |
| 6M | +77.6% | -2.6% | +80.2% | +79.5% |
| YTD | +125.6% | +11.2% | +114.5% | +115.1% |
| 1Y | +158.3% | +19.8% | +138.5% | +137.4% |
| 3Y | +226.1% | +121.5% | +104.7% | +121.9% |
| 5Y | +54.7% | +134.5% | -79.8% | -3.5% |
| 10Y | +3.5% | +376.7% | -373.2% | -55.7% |
| All | +3.5% | +371.9% | -368.4% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling