+57.3%
VUG vs URA
+33.4%
+23.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.4% |
| 7D | -3.4% | -4.1% | +0.7% | -2.2% |
| 30D | -11.1% | -19.0% | +7.9% | -5.7% |
| 3M | -7.2% | -25.1% | +17.9% | +0.2% |
| 6M | -4.1% | -44.5% | +40.3% | +12.0% |
| YTD | +1.4% | -24.3% | +25.7% | +6.3% |
| 1Y | +1.9% | -28.1% | +30.0% | +8.2% |
| 3Y | +77.7% | +40.7% | +37.1% | +42.7% |
| All | +57.3% | +33.4% | +23.9% | +20.9% |
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