+160.2%
VXUS vs URA
-59.7%
+219.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.2% | -1.1% |
| 7D | -1.8% | -4.1% | +2.4% | -0.6% |
| 30D | -4.6% | -19.0% | +14.4% | +1.2% |
| 3M | -6.1% | -25.1% | +19.1% | +1.5% |
| 6M | -4.9% | -44.5% | +39.6% | +11.4% |
| YTD | +8.1% | -24.3% | +32.4% | +14.1% |
| 1Y | +12.1% | -28.1% | +40.2% | +19.7% |
| 3Y | +63.9% | +40.7% | +23.2% | +35.5% |
| 5Y | +43.1% | +35.5% | +7.7% | +14.7% |
| 10Y | +139.2% | +281.2% | -141.9% | +20.0% |
| All | +160.2% | -59.7% | +219.9% | +157.6% |
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