+262.4%
VST vs DAR
+11.9%
+250.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.6% | +10.8% |
| 7D | -9.8% | -9.9% | +0.1% | -7.4% |
| 30D | -25.1% | -16.4% | -8.8% | -21.8% |
| 3M | -11.6% | -17.1% | +5.5% | -7.8% |
| 6M | -20.9% | -20.5% | -0.4% | -16.8% |
| YTD | -22.3% | +39.4% | -61.7% | -30.2% |
| 1Y | -32.0% | +57.2% | -89.2% | -41.0% |
| 3Y | +262.4% | +13.9% | +248.5% | +214.9% |
| All | +262.4% | +11.9% | +250.5% | +214.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling