+1,216.9%
VST vs DE
+847.7%
+369.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +8.9% | +10.0% | -1.1% | +5.2% |
| 30D | +6.2% | +13.3% | -7.1% | +1.1% |
| 3M | -2.7% | +17.5% | -20.2% | -8.8% |
| 6M | -8.4% | +13.6% | -21.9% | -13.4% |
| YTD | -7.2% | +49.8% | -57.0% | -21.7% |
| 1Y | -20.9% | +47.9% | -68.8% | -33.3% |
| 3Y | +384.0% | +72.5% | +311.5% | +278.6% |
| 5Y | +757.1% | +90.2% | +666.8% | +525.9% |
| All | +1,216.9% | +847.7% | +369.2% | +417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling