+996.4%
VST vs D
+44.7%
+951.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.1% |
| 7D | -19.9% | +6.9% | -26.8% | -22.2% |
| 30D | -29.7% | +12.3% | -42.0% | -33.1% |
| 3M | -19.6% | +3.0% | -22.6% | -20.9% |
| 6M | -29.4% | +12.8% | -42.2% | -33.4% |
| YTD | -29.7% | +22.6% | -52.3% | -35.8% |
| 1Y | -40.0% | +21.7% | -61.7% | -45.2% |
| 3Y | +231.0% | +83.9% | +147.1% | +146.6% |
| 5Y | +500.1% | +14.0% | +486.1% | +452.4% |
| All | +996.4% | +44.7% | +951.6% | +890.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling