-29.4%
VST vs DD
+5.6%
-35.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.8% | -2.3% | -3.6% |
| 7D | -19.9% | +3.1% | -23.0% | -20.9% |
| 30D | -29.7% | +8.7% | -38.4% | -32.9% |
| 3M | -19.6% | -1.2% | -18.3% | -18.5% |
| 6M | -29.4% | -1.1% | -28.3% | -28.6% |
| All | -29.4% | +5.6% | -35.0% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling