+654.5%
VST vs AUR
-55.5%
+710.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.4% | +1.9% | +6.7% |
| 7D | -0.5% | +9.9% | -10.4% | -1.4% |
| 30D | -17.1% | -20.2% | +3.2% | -15.2% |
| 3M | -4.6% | -34.1% | +29.5% | -0.7% |
| 6M | -9.1% | -34.3% | +25.3% | -5.9% |
| YTD | -16.6% | +21.1% | -37.7% | -19.4% |
| 1Y | -29.5% | +7.6% | -37.1% | -31.1% |
| 3Y | +297.5% | +159.8% | +137.8% | +256.3% |
| 5Y | +654.5% | -53.9% | +708.4% | +573.0% |
| All | +654.5% | -55.5% | +710.0% | +573.0% |
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