+1,112.0%
VST vs URA
+278.3%
+833.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.4% | +6.2% | +8.7% |
| 7D | -9.8% | -4.1% | -5.7% | -8.0% |
| 30D | -25.1% | -19.0% | -6.1% | -18.0% |
| 3M | -11.6% | -25.1% | +13.6% | -0.4% |
| 6M | -20.9% | -44.5% | +23.6% | +0.1% |
| YTD | -22.3% | -24.3% | +2.0% | -14.9% |
| 1Y | -32.0% | -28.1% | -3.9% | -24.0% |
| 3Y | +262.4% | +40.7% | +221.7% | +213.4% |
| 5Y | +563.4% | +35.5% | +527.9% | +456.0% |
| All | +1,112.0% | +278.3% | +833.8% | +503.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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