+715.1%
VST vs U
-32.9%
+748.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -6.0% | +24.4% | -30.4% | -8.3% |
| 30D | -18.8% | +7.4% | -26.1% | -19.5% |
| 3M | -8.0% | +16.8% | -24.8% | -9.8% |
| 6M | -10.9% | +78.8% | -89.7% | -16.9% |
| YTD | -18.3% | +14.0% | -32.3% | -21.3% |
| 1Y | -29.9% | +16.7% | -46.6% | -32.7% |
| 3Y | +290.3% | +86.4% | +203.9% | +245.4% |
| 5Y | +635.3% | -71.5% | +706.8% | +540.8% |
| All | +715.1% | -32.9% | +748.0% | +646.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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