+262.4%
VST vs USFR
+14.4%
+248.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.5% | +10.5% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | -25.1% | +0.4% | -25.5% | -25.5% |
| 3M | -11.6% | +1.1% | -12.6% | -13.3% |
| 6M | -20.9% | +2.1% | -23.0% | -24.0% |
| YTD | -22.3% | +3.4% | -25.7% | -29.7% |
| 1Y | -32.0% | +4.1% | -36.1% | -41.3% |
| 3Y | +262.4% | +14.4% | +248.0% | +189.3% |
| All | +262.4% | +14.4% | +248.0% | +189.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling