-20.9%
VST vs AUR
+11.8%
-32.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +8.9% | +8.7% | +0.2% | +7.4% |
| 30D | +6.2% | -5.2% | +11.4% | +6.8% |
| 3M | -2.7% | -7.3% | +4.6% | -2.4% |
| 6M | -8.4% | +41.2% | -49.6% | -16.4% |
| YTD | -7.2% | +65.1% | -72.3% | -18.7% |
| 1Y | -20.9% | +13.4% | -34.3% | -28.8% |
| All | -20.9% | +11.8% | -32.7% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling