+1,164.9%
VST vs DD
+97.1%
+1,067.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +6.6% | +5.0% | +1.6% | +4.5% |
| 30D | -12.4% | +19.7% | -32.1% | -18.5% |
| 3M | -9.0% | +7.2% | -16.2% | -11.5% |
| 6M | -6.4% | +1.0% | -7.5% | -6.8% |
| YTD | -17.2% | +29.1% | -46.3% | -25.8% |
| 1Y | -22.0% | +28.5% | -50.5% | -30.1% |
| 3Y | +296.7% | +89.4% | +207.2% | +200.7% |
| 5Y | +637.6% | +67.1% | +570.4% | +470.2% |
| All | +1,164.9% | +97.1% | +1,067.7% | +652.3% |
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