+766.9%
VST vs AUR
-34.2%
+801.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.3% |
| 7D | +9.9% | +19.2% | -9.4% | +7.9% |
| 30D | +7.9% | -7.8% | +15.7% | +8.7% |
| 3M | +3.4% | +4.0% | -0.6% | +2.6% |
| 6M | -4.1% | +45.0% | -49.1% | -8.7% |
| YTD | -5.7% | +69.5% | -75.2% | -11.8% |
| 1Y | -18.9% | +13.0% | -31.9% | -21.4% |
| 3Y | +359.1% | +90.4% | +268.7% | +312.8% |
| 5Y | +766.9% | -34.2% | +801.1% | +610.6% |
| All | +766.9% | -34.2% | +801.1% | +610.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling