+601.4%
VST vs U
-34.9%
+636.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +14.9% | -21.1% | -7.7% |
| 7D | -19.9% | +24.3% | -44.2% | -21.9% |
| 30D | -29.7% | +8.6% | -38.2% | -30.4% |
| 3M | -19.6% | +37.6% | -57.1% | -22.6% |
| 6M | -29.4% | +78.5% | -107.9% | -34.2% |
| YTD | -29.7% | +10.5% | -40.2% | -32.1% |
| 1Y | -40.0% | +15.2% | -55.2% | -42.4% |
| 3Y | +231.0% | +76.6% | +154.4% | +194.0% |
| 5Y | +500.1% | -67.9% | +567.9% | +426.5% |
| All | +601.4% | -34.9% | +636.4% | +544.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling