-29.9%
VST vs USAR
-55.1%
+25.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.6% | +7.5% | -0.5% |
| 7D | -6.0% | -9.1% | +3.0% | -4.6% |
| 30D | -18.8% | -36.9% | +18.2% | -13.7% |
| 3M | -8.0% | -58.4% | +50.4% | +2.6% |
| 6M | -10.9% | -70.6% | +59.7% | +2.0% |
| YTD | -18.3% | -33.4% | +15.1% | -18.4% |
| 1Y | -29.9% | -54.0% | +24.1% | -26.3% |
| All | -29.9% | -55.1% | +25.2% | -26.3% |
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