+588.9%
VST vs DE
+99.7%
+489.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.3% | +9.3% | +10.2% |
| 7D | -9.8% | -0.6% | -9.2% | -9.7% |
| 30D | -25.1% | +2.3% | -27.4% | -25.8% |
| 3M | -11.6% | +9.5% | -21.1% | -14.5% |
| 6M | -20.9% | +14.1% | -35.0% | -24.8% |
| YTD | -22.3% | +45.4% | -67.7% | -32.7% |
| 1Y | -32.0% | +42.9% | -74.9% | -41.0% |
| 3Y | +262.4% | +84.8% | +177.6% | +184.3% |
| All | +588.9% | +99.7% | +489.2% | +410.1% |
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