+1,002.6%
VST vs DG
+125.7%
+876.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.1% | +13.6% | +10.7% |
| 7D | -9.8% | +1.1% | -10.9% | -10.0% |
| 30D | -25.1% | +9.5% | -34.6% | -25.8% |
| 3M | -11.6% | +5.5% | -17.0% | -12.2% |
| 6M | -20.9% | +16.1% | -37.0% | -22.2% |
| YTD | -22.3% | +2.7% | -25.0% | -22.8% |
| 1Y | -32.0% | +42.1% | -74.1% | -34.4% |
| 3Y | +262.4% | +19.3% | +243.1% | +251.7% |
| 5Y | +563.4% | -35.3% | +598.7% | +621.4% |
| 10Y | +1,120.7% | +123.9% | +996.8% | +987.8% |
| All | +1,002.6% | +125.7% | +876.9% | +881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling