+134.8%
VXUS vs URA
+278.3%
-143.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.2% | -1.0% |
| 7D | -1.8% | -4.1% | +2.4% | -0.7% |
| 30D | -4.6% | -19.0% | +14.4% | +0.6% |
| 3M | -6.1% | -25.1% | +19.1% | +0.6% |
| 6M | -4.9% | -44.5% | +39.6% | +9.4% |
| YTD | +8.1% | -24.3% | +32.4% | +13.6% |
| 1Y | +12.1% | -28.1% | +40.2% | +18.9% |
| 3Y | +63.9% | +40.7% | +23.2% | +38.6% |
| 5Y | +43.1% | +35.5% | +7.7% | +17.7% |
| All | +134.8% | +278.3% | -143.5% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling