+1,162.4%
VST vs URA
+289.1%
+873.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.1% |
| 7D | -6.0% | +0.3% | -6.3% | -5.9% |
| 30D | -18.8% | -14.8% | -4.0% | -12.9% |
| 3M | -8.0% | -25.3% | +17.3% | +3.7% |
| 6M | -10.9% | -39.9% | +29.0% | +9.1% |
| YTD | -18.3% | -22.4% | +4.1% | -11.5% |
| 1Y | -29.9% | -29.0% | -0.9% | -21.3% |
| 3Y | +290.3% | +41.0% | +249.3% | +236.5% |
| 5Y | +635.3% | +38.3% | +597.0% | +512.3% |
| 10Y | +1,162.4% | +276.1% | +886.3% | +532.6% |
| All | +1,162.4% | +289.1% | +873.3% | +532.6% |
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