+227.8%
VST vs URA
+30.2%
+197.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.3% | -0.9% | -2.9% |
| 7D | -19.9% | -13.3% | -6.6% | -12.6% |
| 30D | -29.7% | -25.9% | -3.8% | -15.5% |
| 3M | -19.6% | -27.8% | +8.2% | -2.5% |
| 6M | -29.4% | -42.8% | +13.4% | -2.6% |
| YTD | -29.7% | -27.5% | -2.2% | -20.9% |
| 1Y | -40.0% | -35.1% | -4.9% | -27.3% |
| All | +227.8% | +30.2% | +197.6% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling