+128.1%
VTR vs URA
+116.4%
+11.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.6% |
| 7D | -2.9% | +5.7% | -8.6% | -2.9% |
| 30D | -2.8% | +5.6% | -8.4% | -2.8% |
| 3M | +9.0% | +6.2% | +2.8% | +9.2% |
| 6M | +5.0% | -8.2% | +13.2% | +5.2% |
| YTD | +16.9% | +9.7% | +7.3% | +16.3% |
| 1Y | +34.3% | +17.0% | +17.3% | +32.3% |
| All | +128.1% | +116.4% | +11.7% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling