+227.8%
VST vs U
+72.0%
+155.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +14.9% | -21.1% | -8.7% |
| 7D | -19.9% | +24.3% | -44.2% | -23.4% |
| 30D | -29.7% | +8.6% | -38.2% | -31.0% |
| 3M | -19.6% | +37.6% | -57.1% | -24.8% |
| 6M | -29.4% | +78.5% | -107.9% | -37.8% |
| YTD | -29.7% | +10.5% | -40.2% | -33.3% |
| 1Y | -40.0% | +15.2% | -55.2% | -43.8% |
| All | +227.8% | +72.0% | +155.8% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling