-33.3%
VST vs DG
+37.3%
-70.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.1% | +13.6% | +10.1% |
| 7D | -9.8% | +1.1% | -10.9% | -9.3% |
| 30D | -25.1% | +9.5% | -34.6% | -24.6% |
| 3M | -11.6% | +5.5% | -17.0% | -11.1% |
| 6M | -20.9% | +16.1% | -37.0% | -20.7% |
| YTD | -22.3% | +2.7% | -25.0% | -21.0% |
| All | -33.3% | +37.3% | -70.7% | -32.7% |
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