+807.7%
VST vs AUR
-54.5%
+862.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.8% |
| 7D | -6.0% | +6.6% | -12.6% | -6.5% |
| 30D | -18.8% | -22.0% | +3.2% | -16.7% |
| 3M | -8.0% | -34.8% | +26.8% | -4.2% |
| 6M | -10.9% | -35.7% | +24.8% | -7.6% |
| YTD | -18.3% | +18.5% | -36.8% | -20.9% |
| 1Y | -29.9% | +4.4% | -34.3% | -31.3% |
| 3Y | +290.3% | +150.7% | +139.6% | +250.3% |
| 5Y | +635.3% | -53.6% | +688.9% | +542.9% |
| All | +807.7% | -54.5% | +862.2% | +681.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling