+996.4%
VST vs URI
+1,357.5%
-361.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.1% | +1.0% | -3.8% |
| 7D | -19.9% | -12.9% | -7.0% | -15.9% |
| 30D | -29.7% | -3.4% | -26.3% | -28.8% |
| 3M | -19.6% | -10.0% | -9.5% | -16.9% |
| 6M | -29.4% | +12.2% | -41.6% | -32.6% |
| YTD | -29.7% | +29.8% | -59.5% | -37.4% |
| 1Y | -40.0% | +24.6% | -64.7% | -45.8% |
| 3Y | +231.0% | +137.6% | +93.4% | +144.3% |
| 5Y | +500.1% | +176.6% | +323.4% | +309.4% |
| All | +996.4% | +1,357.5% | -361.2% | +395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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