-34.9%
VST vs USAR
-49.3%
+14.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -5.9% | -8.0% | -13.0% |
| 7D | -15.7% | -21.8% | +6.0% | -12.7% |
| 30D | -17.0% | -39.9% | +22.9% | -11.1% |
| 3M | -15.9% | -52.5% | +36.7% | -7.6% |
| 6M | -25.0% | -67.9% | +43.0% | -14.7% |
| YTD | -25.1% | -31.1% | +6.0% | -26.1% |
| 1Y | -34.9% | -49.8% | +15.0% | -32.3% |
| All | -34.9% | -49.3% | +14.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling