+1,164.9%
VST vs URA
+266.3%
+898.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | +6.6% | -1.5% | +8.1% | +7.3% |
| 30D | -12.4% | -10.4% | -2.0% | -8.0% |
| 3M | -9.0% | -29.6% | +20.6% | +5.2% |
| 6M | -6.4% | -40.3% | +33.8% | +14.9% |
| YTD | -17.2% | -25.5% | +8.3% | -8.7% |
| 1Y | -22.0% | -26.4% | +4.4% | -13.7% |
| 3Y | +296.7% | +31.4% | +265.2% | +250.9% |
| 5Y | +637.6% | +28.6% | +609.0% | +530.9% |
| All | +1,164.9% | +266.3% | +898.6% | +549.1% |
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