+429.0%
VST vs USAR
-13.4%
+442.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.5% | +0.8% | +6.9% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | -17.1% | -30.3% | +13.2% | -15.6% |
| 3M | -4.6% | -54.7% | +50.1% | -0.9% |
| 6M | -9.1% | -67.5% | +58.4% | -4.7% |
| YTD | -16.6% | -26.4% | +9.8% | -15.4% |
| 1Y | -29.5% | -49.5% | +20.1% | -27.8% |
| 3Y | +297.5% | -14.5% | +312.0% | +354.1% |
| All | +429.0% | -13.4% | +442.5% | +448.0% |
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