+183.8%
VXUS vs URA
-42.6%
+226.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | +3.0% | -8.4% | +11.4% | +5.0% |
| 6M | +10.7% | -12.7% | +23.4% | +13.7% |
| YTD | +17.8% | +7.8% | +10.0% | +12.8% |
| 1Y | +27.6% | +19.5% | +8.1% | +16.6% |
| 3Y | +73.3% | +116.4% | -43.1% | +26.3% |
| 5Y | +54.3% | +134.3% | -80.0% | +3.4% |
| 10Y | +149.8% | +359.3% | -209.4% | +20.8% |
| All | +183.8% | -42.6% | +226.4% | +154.5% |
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