+635.3%
VST vs DD
+70.0%
+565.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.6% |
| 7D | -6.0% | +2.2% | -8.3% | -6.8% |
| 30D | -18.8% | +20.7% | -39.4% | -25.2% |
| 3M | -8.0% | +11.3% | -19.3% | -12.3% |
| 6M | -10.9% | +6.0% | -16.9% | -13.3% |
| YTD | -18.3% | +31.7% | -50.0% | -28.3% |
| 1Y | -29.9% | +32.2% | -62.2% | -38.7% |
| 3Y | +290.3% | +92.7% | +197.6% | +187.3% |
| 5Y | +635.3% | +72.1% | +563.2% | +430.4% |
| All | +635.3% | +70.0% | +565.3% | +430.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling