+608.4%
VST vs DE
+98.5%
+509.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | -12.4% | +3.6% | -15.9% | -13.3% |
| 3M | -9.0% | +10.2% | -19.2% | -12.2% |
| 6M | -6.4% | +16.6% | -23.0% | -11.6% |
| YTD | -17.2% | +45.8% | -63.0% | -28.3% |
| 1Y | -22.0% | +43.9% | -65.9% | -32.4% |
| 3Y | +296.7% | +89.6% | +207.1% | +208.9% |
| All | +608.4% | +98.5% | +509.9% | +425.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling