+147.0%
VXUS vs URA
+356.0%
-209.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +2.2% | +7.4% | -5.2% | +0.2% |
| 3M | +3.0% | -8.4% | +11.4% | +4.7% |
| 6M | +10.7% | -12.7% | +23.4% | +13.3% |
| YTD | +17.8% | +7.8% | +10.0% | +13.5% |
| 1Y | +27.6% | +19.5% | +8.1% | +18.0% |
| 3Y | +73.3% | +116.4% | -43.1% | +30.9% |
| 5Y | +54.3% | +134.3% | -80.0% | +8.2% |
| All | +147.0% | +356.0% | -209.0% | +29.3% |
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 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