+488.8%
VST vs USAR
+74.0%
+414.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | +8.9% | -2.1% | +11.0% | +9.0% |
| 30D | +6.2% | +2.6% | +3.6% | +6.0% |
| 3M | -2.7% | -35.0% | +32.3% | -1.3% |
| 6M | -8.4% | -6.9% | -1.5% | -8.5% |
| YTD | -7.2% | +48.0% | -55.2% | -8.9% |
| 1Y | -20.9% | +24.8% | -45.7% | -21.9% |
| 3Y | +384.0% | +73.2% | +310.7% | +424.5% |
| All | +488.8% | +74.0% | +414.8% | +489.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling