+149.8%
VSXY vs URA
+102.5%
+47.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | -1.7% | -1.5% | -0.2% | -1.3% |
| 30D | +20.1% | -10.4% | +30.5% | +23.3% |
| 3M | +16.6% | -29.6% | +46.2% | +26.5% |
| 6M | +134.9% | -40.3% | +175.2% | +165.3% |
| YTD | +96.0% | -25.5% | +121.5% | +108.3% |
| 1Y | +203.8% | -26.4% | +230.2% | +222.2% |
| 3Y | +465.3% | +31.4% | +433.9% | +392.8% |
| 5Y | +106.3% | +28.6% | +77.7% | +67.4% |
| All | +149.8% | +102.5% | +47.3% | +141.6% |
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