+179.8%
VTR vs URA
-52.4%
+232.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +0.2% | -1.5% | +1.7% | +0.4% |
| 30D | +5.5% | -10.4% | +15.9% | +7.3% |
| 3M | -0.9% | -29.6% | +28.7% | +5.1% |
| 6M | -0.4% | -40.3% | +39.9% | +8.1% |
| YTD | +17.0% | -25.5% | +42.5% | +19.3% |
| 1Y | +18.0% | -26.4% | +44.4% | +20.2% |
| 3Y | +127.4% | +31.4% | +95.9% | +93.1% |
| 5Y | +92.3% | +28.6% | +63.7% | +58.6% |
| 10Y | +129.6% | +260.9% | -131.3% | +31.3% |
| All | +179.8% | -52.4% | +232.2% | +130.6% |
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