+1,216.9%
VST vs USFR
+27.7%
+1,189.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +6.2% | +0.3% | +5.9% | +6.0% |
| 3M | -2.7% | +1.0% | -3.7% | -3.4% |
| 6M | -8.4% | +1.9% | -10.3% | -9.6% |
| YTD | -7.2% | +2.6% | -9.8% | -9.0% |
| 1Y | -20.9% | +4.0% | -24.9% | -23.4% |
| 3Y | +384.0% | +14.1% | +369.9% | +341.5% |
| 5Y | +757.1% | +20.4% | +736.7% | +660.2% |
| All | +1,216.9% | +27.7% | +1,189.1% | +1,007.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling