+1,112.0%
VST vs DD
+87.9%
+1,024.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.1% | +9.5% | +10.1% |
| 7D | -9.8% | +4.6% | -14.4% | -11.3% |
| 30D | -25.1% | +11.8% | -36.9% | -28.5% |
| 3M | -11.6% | +2.2% | -13.7% | -12.3% |
| 6M | -20.9% | -1.6% | -19.3% | -20.4% |
| YTD | -22.3% | +23.0% | -45.3% | -29.0% |
| 1Y | -32.0% | +26.9% | -59.0% | -38.8% |
| 3Y | +262.4% | +77.9% | +184.5% | +181.7% |
| 5Y | +563.4% | +59.9% | +503.5% | +422.3% |
| All | +1,112.0% | +87.9% | +1,024.1% | +652.6% |
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