+1,162.4%
VST vs DG
+119.6%
+1,042.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -6.0% | +5.2% | -11.2% | -6.4% |
| 30D | -18.8% | +7.9% | -26.7% | -19.3% |
| 3M | -8.0% | +12.7% | -20.8% | -9.0% |
| 6M | -10.9% | +22.4% | -33.4% | -12.7% |
| YTD | -18.3% | +5.4% | -23.7% | -19.0% |
| 1Y | -29.9% | +39.4% | -69.3% | -32.3% |
| 3Y | +290.3% | +24.1% | +266.2% | +277.2% |
| 5Y | +635.3% | -32.2% | +667.5% | +694.4% |
| 10Y | +1,162.4% | +111.8% | +1,050.6% | +1,039.8% |
| All | +1,162.4% | +119.6% | +1,042.8% | +1,039.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling