+500.1%
VST vs DAR
-40.1%
+540.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.1% | -5.3% |
| 7D | -19.9% | -8.1% | -11.8% | -18.0% |
| 30D | -29.7% | -17.1% | -12.5% | -26.1% |
| 3M | -19.6% | -12.3% | -7.3% | -17.1% |
| 6M | -29.4% | -21.8% | -7.6% | -25.1% |
| YTD | -29.7% | +40.8% | -70.6% | -37.1% |
| 1Y | -40.0% | +57.4% | -97.4% | -48.1% |
| 3Y | +231.0% | +12.1% | +218.9% | +200.1% |
| 5Y | +500.1% | -40.2% | +540.3% | +544.5% |
| All | +500.1% | -40.1% | +540.2% | +544.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling