+262.4%
VST vs DG
+19.3%
+243.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.1% | +13.6% | +10.2% |
| 7D | -9.8% | +1.1% | -10.9% | -9.4% |
| 30D | -25.1% | +9.5% | -34.6% | -24.3% |
| 3M | -11.6% | +5.5% | -17.0% | -10.8% |
| 6M | -20.9% | +16.1% | -37.0% | -19.6% |
| YTD | -22.3% | +2.7% | -25.0% | -21.4% |
| 1Y | -32.0% | +42.1% | -74.1% | -29.0% |
| 3Y | +262.4% | +19.3% | +243.1% | +295.1% |
| All | +262.4% | +19.3% | +243.1% | +295.1% |
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