+373.4%
VST vs D
+56.9%
+316.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | +8.9% | +0.4% | +8.5% | +8.8% |
| 30D | +6.2% | -3.6% | +9.8% | +7.0% |
| 3M | -2.7% | -1.0% | -1.7% | -2.7% |
| 6M | -8.4% | +6.3% | -14.6% | -9.8% |
| YTD | -7.2% | +14.7% | -21.9% | -10.1% |
| 1Y | -20.9% | +16.9% | -37.8% | -23.8% |
| All | +373.4% | +56.9% | +316.5% | +311.6% |
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