+1.2%
VTEB vs URA
+91.2%
-90.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.6% | +0.4% |
| 7D | -0.9% | -5.5% | +4.6% | -0.9% |
| 30D | -2.5% | -3.7% | +1.2% | -2.5% |
| 3M | -3.0% | -2.9% | -0.1% | -3.0% |
| 6M | -2.1% | -15.2% | +13.1% | -2.0% |
| YTD | -1.5% | +1.9% | -3.4% | -1.6% |
| 1Y | +0.2% | +6.9% | -6.8% | 0.0% |
| 3Y | +8.6% | +99.6% | -91.1% | +7.6% |
| All | +1.2% | +91.2% | -90.0% | +0.1% |
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 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