+262.4%
VST vs U
+81.5%
+180.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +5.5% | +5.0% | +9.6% |
| 7D | -9.8% | +36.6% | -46.4% | -15.1% |
| 30D | -25.1% | +13.3% | -38.5% | -27.1% |
| 3M | -11.6% | +26.2% | -37.8% | -15.8% |
| 6M | -20.9% | +88.7% | -109.7% | -31.0% |
| YTD | -22.3% | +16.6% | -38.9% | -26.9% |
| 1Y | -32.0% | +29.0% | -61.0% | -37.7% |
| 3Y | +262.4% | +99.5% | +162.9% | +166.3% |
| All | +262.4% | +81.5% | +180.9% | +166.3% |
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