+769.3%
VST vs DE
+92.1%
+677.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +8.9% | +10.0% | -1.1% | +5.8% |
| 30D | +6.2% | +13.3% | -7.1% | +1.9% |
| 3M | -2.7% | +17.5% | -20.2% | -7.9% |
| 6M | -8.4% | +13.6% | -21.9% | -12.6% |
| YTD | -7.2% | +49.8% | -57.0% | -20.0% |
| 1Y | -20.9% | +47.9% | -68.8% | -31.8% |
| 3Y | +384.0% | +72.5% | +311.5% | +291.6% |
| All | +769.3% | +92.1% | +677.2% | +548.1% |
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