+25.8%
VTEB vs URA
+341.2%
-315.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | -0.7% | +5.7% | -6.4% | -0.8% |
| 30D | -2.1% | +5.6% | -7.7% | -2.1% |
| 3M | -2.7% | +6.2% | -8.9% | -2.8% |
| 6M | -2.1% | -8.2% | +6.1% | -2.1% |
| YTD | -1.1% | +9.7% | -10.8% | -1.4% |
| 1Y | +1.3% | +17.0% | -15.7% | +0.9% |
| 3Y | +9.0% | +118.5% | -109.5% | +7.3% |
| 5Y | +1.5% | +134.3% | -132.8% | -0.5% |
| 10Y | +18.5% | +377.5% | -359.0% | +12.5% |
| All | +25.8% | +341.2% | -315.4% | +19.4% |
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