+227.8%
VST vs DG
+23.1%
+204.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.6% | -6.4% |
| 7D | -19.9% | +6.1% | -26.0% | -19.2% |
| 30D | -29.7% | +11.9% | -41.6% | -28.7% |
| 3M | -19.6% | +9.3% | -28.8% | -18.6% |
| 6M | -29.4% | +19.1% | -48.5% | -28.0% |
| YTD | -29.7% | +5.9% | -35.7% | -28.7% |
| 1Y | -40.0% | +39.8% | -79.8% | -37.5% |
| All | +227.8% | +23.1% | +204.7% | +258.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling