-18.9%
VST vs DE
+45.5%
-64.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +1.8% |
| 7D | +9.9% | +0.7% | +9.2% | +9.8% |
| 30D | +7.9% | +9.6% | -1.7% | +7.2% |
| 3M | +3.4% | +19.0% | -15.5% | +1.8% |
| 6M | -4.1% | +16.1% | -20.2% | -6.1% |
| YTD | -5.7% | +47.0% | -52.7% | -5.6% |
| 1Y | -18.9% | +43.1% | -62.0% | -20.9% |
| All | -18.9% | +45.5% | -64.3% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling