+147.1%
VXUS vs URA
+277.9%
-130.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.6% |
| 7D | -0.5% | +2.9% | -3.4% | -1.3% |
| 30D | -1.2% | -10.8% | +9.6% | +1.6% |
| 3M | -3.8% | -25.5% | +21.7% | +3.2% |
| 6M | -1.7% | -41.2% | +39.6% | +11.5% |
| YTD | +11.4% | -21.3% | +32.7% | +15.9% |
| 1Y | +13.3% | -25.7% | +39.0% | +19.2% |
| 3Y | +70.0% | +43.1% | +26.9% | +43.2% |
| 5Y | +48.1% | +35.6% | +12.5% | +22.0% |
| 10Y | +147.1% | +281.3% | -134.2% | +25.1% |
| All | +147.1% | +277.9% | -130.9% | +25.1% |
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 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