+94.4%
VWO vs URA
-31.1%
+125.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | +2.4% | +7.4% | -5.0% | -0.1% |
| 3M | +2.0% | -8.4% | +10.4% | +4.0% |
| 6M | +10.7% | -12.7% | +23.4% | +13.7% |
| YTD | +14.4% | +7.8% | +6.6% | +9.2% |
| 1Y | +22.7% | +19.5% | +3.3% | +11.6% |
| 3Y | +64.2% | +116.4% | -52.2% | +17.8% |
| 5Y | +35.8% | +134.3% | -98.5% | -11.3% |
| 10Y | +114.7% | +359.3% | -244.6% | -0.5% |
| All | +94.4% | -31.1% | +125.5% | +59.1% |
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