+897.3%
VST vs DD
+92.0%
+805.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.8% | -2.3% | -4.6% |
| 7D | -19.9% | +3.1% | -23.0% | -20.8% |
| 30D | -29.7% | +8.7% | -38.4% | -32.1% |
| 3M | -19.6% | -1.2% | -18.3% | -19.2% |
| 6M | -29.4% | -1.1% | -28.3% | -29.1% |
| YTD | -29.7% | +21.7% | -51.4% | -35.5% |
| 1Y | -40.0% | +24.0% | -64.1% | -45.5% |
| 3Y | +231.0% | +75.6% | +155.4% | +158.6% |
| 5Y | +500.1% | +58.2% | +441.9% | +374.5% |
| 10Y | +1,004.2% | +88.0% | +916.2% | +587.7% |
| All | +897.3% | +92.0% | +805.4% | +519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling