+962.7%
VST vs URA
+259.8%
+702.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.1% | -12.8% | -13.4% |
| 7D | -15.7% | -10.5% | -5.2% | -11.7% |
| 30D | -17.0% | -18.6% | +1.7% | -9.4% |
| 3M | -15.9% | -23.0% | +7.2% | -6.5% |
| 6M | -25.0% | -40.3% | +15.3% | -8.2% |
| YTD | -25.1% | -23.5% | -1.6% | -18.5% |
| 1Y | -34.9% | -31.1% | -3.8% | -26.2% |
| 3Y | +252.7% | +38.3% | +214.3% | +205.8% |
| 5Y | +582.3% | +34.6% | +547.7% | +471.8% |
| 10Y | +1,076.6% | +285.4% | +791.2% | +529.4% |
| All | +962.7% | +259.8% | +702.9% | +439.0% |
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