+1,216.9%
VST vs URA
+406.8%
+810.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +8.9% | +1.1% | +7.8% | +8.4% |
| 30D | +6.2% | +7.4% | -1.2% | +2.9% |
| 3M | -2.7% | -8.4% | +5.7% | 0.0% |
| 6M | -8.4% | -12.7% | +4.4% | -4.6% |
| YTD | -7.2% | +7.8% | -15.0% | -12.3% |
| 1Y | -20.9% | +19.5% | -40.3% | -29.1% |
| 3Y | +384.0% | +116.4% | +267.6% | +252.5% |
| 5Y | +757.1% | +134.3% | +622.8% | +477.6% |
| All | +1,216.9% | +406.8% | +810.0% | +480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling