+1,216.9%
VST vs URI
+1,211.6%
+5.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.0% |
| 7D | +8.9% | -2.0% | +10.9% | +9.6% |
| 30D | +6.2% | -12.9% | +19.1% | +11.1% |
| 3M | -2.7% | -6.7% | +4.0% | -0.8% |
| 6M | -8.4% | +19.0% | -27.3% | -15.1% |
| YTD | -7.2% | +25.5% | -32.7% | -16.3% |
| 1Y | -20.9% | +5.5% | -26.4% | -24.5% |
| 3Y | +384.0% | +111.3% | +272.7% | +269.8% |
| 5Y | +757.1% | +198.6% | +558.5% | +472.1% |
| All | +1,216.9% | +1,211.6% | +5.3% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling