-21.6%
VST vs AUR
+13.8%
-35.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +5.3% | +11.1% | -5.8% | +3.5% |
| 30D | +5.8% | -6.9% | +12.6% | +6.7% |
| 3M | +3.5% | +5.5% | -2.0% | +1.7% |
| 6M | -7.4% | +41.0% | -48.4% | -15.6% |
| YTD | -6.1% | +69.3% | -75.4% | -18.3% |
| 1Y | -21.6% | +14.0% | -35.7% | -30.1% |
| All | -21.6% | +13.8% | -35.5% | -30.1% |
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