+1,216.9%
VST vs D
+40.7%
+1,176.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | +1.5% | +7.4% | +8.3% |
| 30D | +6.2% | -2.6% | +8.8% | +7.3% |
| 3M | -2.7% | 0.0% | -2.7% | -2.9% |
| 6M | -8.4% | +7.4% | -15.7% | -11.4% |
| YTD | -7.2% | +15.9% | -23.1% | -12.9% |
| 1Y | -20.9% | +18.1% | -39.0% | -26.6% |
| 3Y | +384.0% | +58.4% | +325.6% | +285.6% |
| 5Y | +757.1% | +5.2% | +751.9% | +719.0% |
| All | +1,216.9% | +40.7% | +1,176.2% | +1,104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling