+346.0%
VST vs USAR
-26.7%
+372.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.5% | +3.4% | -5.6% |
| 7D | -19.9% | -29.5% | +9.6% | -18.3% |
| 30D | -29.7% | -46.0% | +16.3% | -27.3% |
| 3M | -19.6% | -56.8% | +37.2% | -16.1% |
| 6M | -29.4% | -72.9% | +43.5% | -25.2% |
| YTD | -29.7% | -37.6% | +7.9% | -27.9% |
| 1Y | -40.0% | -56.0% | +16.0% | -38.1% |
| 3Y | +231.0% | -27.5% | +258.5% | +281.9% |
| All | +346.0% | -26.7% | +372.6% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling