+71.2%
UBER vs VST
+528.0%
-456.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.3% | -3.5% | +1.9% |
| 7D | +6.7% | -0.5% | +7.2% | +6.0% |
| 30D | -0.5% | -17.1% | +16.6% | +3.5% |
| 3M | -5.1% | -4.6% | -0.5% | -5.7% |
| 6M | -5.7% | -9.1% | +3.4% | -6.1% |
| YTD | -12.9% | -16.6% | +3.7% | -12.8% |
| 1Y | -22.6% | -29.5% | +6.8% | -18.7% |
| 3Y | +42.2% | +297.5% | -255.3% | -38.6% |
| 5Y | +56.4% | +654.5% | -598.2% | -51.9% |
| All | +71.2% | +528.0% | -456.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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