+68.5%
UBER vs VST
+515.1%
-446.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.0% |
| 7D | +5.2% | -6.0% | +11.2% | +6.1% |
| 30D | -2.0% | -18.8% | +16.7% | +2.4% |
| 3M | -10.2% | -8.0% | -2.2% | -9.9% |
| 6M | -7.2% | -10.9% | +3.8% | -7.1% |
| YTD | -14.3% | -18.3% | +4.1% | -13.7% |
| 1Y | -25.6% | -29.9% | +4.4% | -21.7% |
| 3Y | +35.8% | +290.3% | -254.5% | -41.1% |
| 5Y | +61.5% | +635.3% | -573.8% | -49.9% |
| All | +68.5% | +515.1% | -446.6% | -52.2% |
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