+1,205.2%
VST vs DAR
+288.2%
+917.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.7% | +2.6% | +6.0% |
| 7D | -0.5% | -2.8% | +2.2% | +0.4% |
| 30D | -17.1% | -12.8% | -4.2% | -13.7% |
| 3M | -4.6% | -11.6% | +7.0% | -1.7% |
| 6M | -9.1% | -16.8% | +7.7% | -5.0% |
| YTD | -16.6% | +45.9% | -62.5% | -26.0% |
| 1Y | -29.5% | +61.5% | -91.0% | -39.3% |
| 3Y | +297.5% | +23.0% | +274.6% | +254.3% |
| 5Y | +654.5% | -35.8% | +690.4% | +683.1% |
| 10Y | +1,205.2% | +280.4% | +924.9% | +654.7% |
| All | +1,205.2% | +288.2% | +917.0% | +654.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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