-22.0%
VST vs USFR
+4.1%
-26.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -0.8% |
| 7D | +6.6% | +0.1% | +6.5% | +7.6% |
| 30D | -12.4% | +0.4% | -12.7% | -7.4% |
| 3M | -9.0% | +1.1% | -10.1% | +5.4% |
| 6M | -6.4% | +2.0% | -8.5% | +32.9% |
| YTD | -17.2% | +3.5% | -20.7% | +34.6% |
| 1Y | -22.0% | +4.1% | -26.1% | -15.4% |
| All | -22.0% | +4.1% | -26.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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