+1,216.9%
VST vs USB
+111.2%
+1,105.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | +1.4% | +7.5% | +8.2% |
| 30D | +6.2% | -1.3% | +7.5% | +6.8% |
| 3M | -2.7% | +15.2% | -18.0% | -8.9% |
| 6M | -8.4% | +18.8% | -27.2% | -15.5% |
| YTD | -7.2% | +21.0% | -28.2% | -15.4% |
| 1Y | -20.9% | +34.0% | -54.9% | -31.4% |
| 3Y | +384.0% | +95.3% | +288.7% | +248.0% |
| 5Y | +757.1% | +40.4% | +716.7% | +593.6% |
| All | +1,216.9% | +111.2% | +1,105.6% | +733.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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