+223.0%
VT vs URA
+359.3%
-136.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +0.4% | +1.1% | -0.6% | +0.2% |
| 30D | +1.0% | +7.4% | -6.4% | -1.0% |
| 3M | +2.4% | -8.4% | +10.8% | +4.1% |
| 6M | +12.0% | -12.7% | +24.7% | +14.5% |
| YTD | +15.3% | +7.8% | +7.5% | +10.7% |
| 1Y | +22.6% | +19.5% | +3.1% | +12.9% |
| 3Y | +74.7% | +116.4% | -41.8% | +31.3% |
| 5Y | +66.1% | +134.3% | -68.1% | +16.0% |
| All | +223.0% | +359.3% | -136.2% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling