+262.4%
VST vs DD
+78.0%
+184.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.1% | +9.5% | +10.0% |
| 7D | -9.8% | +4.6% | -14.4% | -11.7% |
| 30D | -25.1% | +11.8% | -36.9% | -29.3% |
| 3M | -11.6% | +2.2% | -13.7% | -12.5% |
| 6M | -20.9% | -1.6% | -19.3% | -20.4% |
| YTD | -22.3% | +23.0% | -45.3% | -31.2% |
| 1Y | -32.0% | +26.9% | -59.0% | -41.0% |
| 3Y | +262.4% | +77.9% | +184.5% | +165.1% |
| All | +262.4% | +78.0% | +184.4% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling