+35.4%
VWO vs URA
+131.0%
-95.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.3% |
| 7D | +0.2% | +5.7% | -5.6% | -1.1% |
| 30D | +0.9% | +5.6% | -4.7% | -0.5% |
| 3M | +4.3% | +6.2% | -1.9% | +2.5% |
| 6M | +10.5% | -8.2% | +18.8% | +11.6% |
| YTD | +13.4% | +9.7% | +3.7% | +9.6% |
| 1Y | +18.6% | +17.0% | +1.6% | +11.9% |
| 3Y | +65.8% | +118.5% | -52.7% | +32.1% |
| All | +35.4% | +131.0% | -95.6% | +4.4% |
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 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