+66.5%
VSH vs URA
+128.0%
-61.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.1% |
| 7D | +4.1% | +1.1% | +3.0% | +3.6% |
| 30D | -4.2% | +7.4% | -11.6% | -6.8% |
| 3M | -50.0% | -8.4% | -41.6% | -48.1% |
| 6M | +80.2% | -12.7% | +92.9% | +89.0% |
| YTD | +121.1% | +7.8% | +113.3% | +116.4% |
| 1Y | +112.0% | +19.5% | +92.5% | +99.8% |
| 3Y | +22.5% | +116.4% | -93.9% | -7.2% |
| All | +66.5% | +128.0% | -61.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling