+205.9%
VYM vs URA
+266.3%
-60.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +3.7% | -1.5% | +5.2% | +3.9% |
| 30D | +3.7% | -10.4% | +14.1% | +5.7% |
| 3M | -0.7% | -29.6% | +28.9% | +5.6% |
| 6M | +7.2% | -40.3% | +47.5% | +17.2% |
| YTD | +16.9% | -25.5% | +42.4% | +20.6% |
| 1Y | +19.6% | -26.4% | +46.0% | +23.4% |
| 3Y | +74.6% | +31.4% | +43.1% | +52.2% |
| 5Y | +72.3% | +28.6% | +43.7% | +46.2% |
| All | +205.9% | +266.3% | -60.4% | +69.0% |
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