+1,142.3%
VST vs DAR
+290.1%
+852.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.3% | +0.3% |
| 7D | +10.9% | +3.6% | +7.3% | +9.9% |
| 30D | -15.6% | -11.3% | -4.3% | -12.7% |
| 3M | -7.8% | -13.1% | +5.4% | -4.5% |
| 6M | -12.0% | -15.1% | +3.1% | -8.6% |
| YTD | -16.9% | +50.5% | -67.4% | -26.9% |
| 1Y | -25.1% | +57.9% | -83.0% | -35.1% |
| 3Y | +297.1% | +28.9% | +268.1% | +249.1% |
| 5Y | +641.9% | -31.4% | +673.4% | +656.0% |
| 10Y | +1,142.3% | +301.0% | +841.3% | +605.8% |
| All | +1,142.3% | +290.1% | +852.2% | +605.8% |
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