+1,205.2%
VST vs DG
+128.5%
+1,076.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +7.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -17.1% | +7.4% | -24.5% | -17.6% |
| 3M | -4.6% | +8.5% | -13.1% | -5.4% |
| 6M | -9.1% | +21.9% | -30.9% | -10.9% |
| YTD | -16.6% | +4.9% | -21.5% | -17.3% |
| 1Y | -29.5% | +40.4% | -69.9% | -31.9% |
| 3Y | +297.5% | +23.5% | +274.0% | +284.2% |
| 5Y | +654.5% | -32.3% | +686.8% | +714.7% |
| 10Y | +1,205.2% | +119.3% | +1,085.9% | +1,075.7% |
| All | +1,205.2% | +128.5% | +1,076.8% | +1,075.7% |
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 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