+1,205.2%
VST vs DE
+798.9%
+406.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +6.3% |
| 7D | -0.5% | +3.5% | -4.1% | -1.7% |
| 30D | -17.1% | +11.3% | -28.4% | -20.2% |
| 3M | -4.6% | +11.6% | -16.2% | -9.0% |
| 6M | -9.1% | +20.9% | -29.9% | -16.1% |
| YTD | -16.6% | +49.7% | -66.3% | -29.9% |
| 1Y | -29.5% | +49.5% | -78.9% | -40.9% |
| 3Y | +297.5% | +94.7% | +202.9% | +195.9% |
| 5Y | +654.5% | +107.4% | +547.2% | +431.1% |
| 10Y | +1,205.2% | +793.2% | +412.1% | +430.5% |
| All | +1,205.2% | +798.9% | +406.4% | +430.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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