+262.4%
VST vs D
+79.5%
+182.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.5% | +12.0% | +10.7% |
| 7D | -9.8% | +3.0% | -12.8% | -10.2% |
| 30D | -25.1% | +11.5% | -36.6% | -26.6% |
| 3M | -11.6% | +3.7% | -15.3% | -12.1% |
| 6M | -20.9% | +13.5% | -34.5% | -23.0% |
| YTD | -22.3% | +20.7% | -43.0% | -25.2% |
| 1Y | -32.0% | +18.2% | -50.2% | -34.3% |
| 3Y | +262.4% | +73.3% | +189.1% | +218.0% |
| All | +262.4% | +79.5% | +182.9% | +218.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling