+167.2%
VSH vs URA
-49.7%
+216.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +8.1% |
| 7D | +12.8% | +2.9% | +9.9% | +11.9% |
| 30D | -9.0% | -10.8% | +1.8% | -3.1% |
| 3M | -12.2% | -25.5% | +13.3% | +1.1% |
| 6M | -15.9% | -41.2% | +25.3% | +8.4% |
| YTD | +103.2% | -21.3% | +124.5% | +128.8% |
| 1Y | +108.4% | -25.7% | +134.1% | +139.9% |
| 3Y | +41.6% | +43.1% | -1.5% | +15.8% |
| 5Y | +54.6% | +35.6% | +19.0% | +22.2% |
| 10Y | +138.2% | +281.3% | -143.1% | -0.6% |
| All | +167.2% | -49.7% | +216.8% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling