+190.6%
VSH vs URA
-31.1%
+221.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.1% |
| 7D | +4.1% | +1.1% | +3.0% | +3.5% |
| 30D | -4.2% | +7.4% | -11.6% | -7.3% |
| 3M | -50.0% | -8.4% | -41.6% | -47.5% |
| 6M | +80.2% | -12.7% | +92.9% | +92.0% |
| YTD | +121.1% | +7.8% | +113.3% | +113.9% |
| 1Y | +112.0% | +19.5% | +92.5% | +93.7% |
| 3Y | +22.5% | +116.4% | -93.9% | -18.0% |
| 5Y | +64.0% | +134.3% | -70.2% | -3.0% |
| 10Y | +170.4% | +359.3% | -188.9% | +3.3% |
| All | +190.6% | -31.1% | +221.7% | +155.1% |
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