+120.4%
VSH vs URA
+272.2%
-151.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -2.9% |
| 7D | +26.2% | +4.5% | +21.7% | +24.1% |
| 30D | -12.5% | -13.4% | +0.9% | -5.7% |
| 3M | -16.9% | -28.4% | +11.5% | -3.2% |
| 6M | -17.0% | -40.5% | +23.5% | +5.1% |
| YTD | +93.8% | -24.3% | +118.1% | +121.3% |
| 1Y | +99.3% | -28.8% | +128.2% | +132.7% |
| 3Y | +35.0% | +37.6% | -2.6% | +15.2% |
| 5Y | +45.8% | +30.7% | +15.1% | +21.0% |
| All | +120.4% | +272.2% | -151.8% | -8.4% |
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