-28.5%
VST vs USAR
-50.4%
+21.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.5% | +0.8% | +6.3% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | -17.1% | -30.3% | +13.2% | -13.2% |
| 3M | -4.6% | -54.7% | +50.1% | +5.0% |
| 6M | -9.1% | -67.5% | +58.4% | +2.5% |
| YTD | -16.6% | -26.4% | +9.8% | -18.0% |
| All | -28.5% | -50.4% | +21.9% | -25.9% |
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