+1,121.2%
VST vs DD
+100.6%
+1,020.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.5% |
| 7D | -6.0% | +2.2% | -8.3% | -6.7% |
| 30D | -18.8% | +20.7% | -39.4% | -24.7% |
| 3M | -8.0% | +11.3% | -19.3% | -11.9% |
| 6M | -10.9% | +6.0% | -16.9% | -13.0% |
| YTD | -18.3% | +31.7% | -50.0% | -27.4% |
| 1Y | -29.9% | +32.2% | -62.2% | -38.0% |
| 3Y | +290.3% | +92.7% | +197.6% | +193.7% |
| 5Y | +635.3% | +72.1% | +563.2% | +461.7% |
| All | +1,121.2% | +100.6% | +1,020.5% | +614.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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