-34.9%
VST vs DG
+45.3%
-80.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.5% | -22.3% | -12.7% |
| 7D | -15.7% | +12.3% | -28.0% | -14.5% |
| 30D | -17.0% | +19.3% | -36.3% | -15.9% |
| 3M | -15.9% | +11.9% | -27.7% | -14.9% |
| 6M | -25.0% | +25.0% | -50.0% | -24.6% |
| YTD | -25.1% | +8.7% | -33.8% | -23.5% |
| 1Y | -34.9% | +44.7% | -79.6% | -35.7% |
| All | -34.9% | +45.3% | -80.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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