+1,112.0%
VST vs URI
+1,374.0%
-262.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.1% | +9.4% | +10.2% |
| 7D | -9.8% | -9.8% | 0.0% | -6.4% |
| 30D | -25.1% | +1.7% | -26.9% | -25.5% |
| 3M | -11.6% | -9.1% | -2.5% | -8.9% |
| 6M | -20.9% | +9.9% | -30.8% | -23.9% |
| YTD | -22.3% | +31.2% | -53.5% | -31.0% |
| 1Y | -32.0% | +25.9% | -57.9% | -38.8% |
| 3Y | +262.4% | +147.4% | +115.0% | +164.3% |
| 5Y | +563.4% | +179.7% | +383.6% | +351.0% |
| All | +1,112.0% | +1,374.0% | -262.0% | +446.3% |
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