+865.8%
VUG vs URA
-51.6%
+917.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.3% |
| 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% | +0.1% |
| 6M | -4.1% | -44.5% | +40.3% | +11.8% |
| YTD | +1.4% | -24.3% | +25.7% | +6.7% |
| 1Y | +1.9% | -28.1% | +30.0% | +8.5% |
| 3Y | +77.7% | +40.7% | +37.1% | +49.0% |
| 5Y | +57.6% | +35.5% | +22.1% | +29.0% |
| 10Y | +398.6% | +281.2% | +117.4% | +176.6% |
| All | +865.8% | -51.6% | +917.4% | +755.3% |
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