-34.9%
VST vs AUR
-17.4%
-17.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.4% | -9.4% | -13.0% |
| 7D | -15.7% | -19.8% | +4.1% | -12.4% |
| 30D | -17.0% | -29.0% | +12.1% | -12.1% |
| 3M | -15.9% | -43.6% | +27.7% | -7.9% |
| 6M | -25.0% | -36.6% | +11.7% | -20.6% |
| YTD | -25.1% | +6.3% | -31.4% | -31.5% |
| 1Y | -34.9% | -9.0% | -25.8% | -37.8% |
| All | -34.9% | -17.4% | -17.5% | -37.8% |
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