+962.7%
VST vs USB
+105.3%
+857.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.9% | -15.7% | -14.7% |
| 7D | -15.7% | +2.4% | -18.1% | -16.8% |
| 30D | -17.0% | +6.6% | -23.5% | -19.6% |
| 3M | -15.9% | -4.1% | -11.8% | -14.7% |
| 6M | -25.0% | +12.5% | -37.5% | -29.3% |
| YTD | -25.1% | +17.6% | -42.7% | -31.2% |
| 1Y | -34.9% | +36.5% | -71.4% | -44.2% |
| 3Y | +252.7% | +95.4% | +157.3% | +153.8% |
| 5Y | +582.3% | +26.1% | +556.2% | +480.5% |
| 10Y | +1,076.6% | +101.3% | +975.3% | +654.4% |
| All | +962.7% | +105.3% | +857.4% | +577.7% |
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