+769.3%
VST vs DG
-35.0%
+804.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.5% |
| 7D | +8.9% | +8.4% | +0.5% | +9.0% |
| 30D | +6.2% | +4.9% | +1.3% | +6.3% |
| 3M | -2.7% | +29.3% | -32.1% | -2.6% |
| 6M | -8.4% | -11.3% | +2.9% | -8.2% |
| YTD | -7.2% | +1.8% | -9.0% | -7.0% |
| 1Y | -20.9% | +25.3% | -46.2% | -20.6% |
| 3Y | +384.0% | +9.1% | +374.9% | +403.3% |
| All | +769.3% | -35.0% | +804.3% | +865.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling