+1,169.0%
VST vs DE
+785.3%
+383.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +10.9% | +2.3% | +8.7% | +10.2% |
| 30D | -15.6% | +9.3% | -25.0% | -18.3% |
| 3M | -7.8% | +12.2% | -20.0% | -12.2% |
| 6M | -12.0% | +18.1% | -30.0% | -18.1% |
| YTD | -16.9% | +49.8% | -66.7% | -30.2% |
| 1Y | -25.1% | +46.4% | -71.5% | -36.7% |
| 3Y | +297.1% | +92.5% | +204.5% | +196.9% |
| 5Y | +641.9% | +107.4% | +534.5% | +422.3% |
| All | +1,169.0% | +785.3% | +383.7% | +415.0% |
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