+7.4%
VSH vs URA
+36.0%
-28.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +3.4% |
| 7D | -12.9% | -4.1% | -8.8% | -10.7% |
| 30D | -36.9% | -19.0% | -17.9% | -29.2% |
| 3M | -28.8% | -25.1% | -3.6% | -17.4% |
| 6M | -30.3% | -44.5% | +14.2% | -8.4% |
| YTD | +62.4% | -24.3% | +86.7% | +88.5% |
| 1Y | +62.5% | -28.1% | +90.6% | +91.8% |
| 3Y | +7.4% | +40.7% | -33.3% | -4.2% |
| All | +7.4% | +36.0% | -28.6% | -4.2% |
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