+820.4%
VST vs AUR
-57.9%
+878.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | +6.6% | -4.5% | +11.1% | +7.1% |
| 30D | -12.4% | -16.6% | +4.3% | -10.7% |
| 3M | -9.0% | -38.5% | +29.5% | -4.6% |
| 6M | -6.4% | -49.9% | +43.4% | -0.3% |
| YTD | -17.2% | +9.6% | -26.8% | -19.1% |
| 1Y | -22.0% | +1.2% | -23.2% | -23.3% |
| 3Y | +296.7% | +128.8% | +167.9% | +259.2% |
| 5Y | +637.6% | -57.9% | +695.5% | +557.5% |
| All | +820.4% | -57.9% | +878.3% | +698.8% |
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 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