+897.3%
VST vs DG
+132.8%
+764.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.6% | -6.0% |
| 7D | -19.9% | +6.1% | -26.0% | -20.2% |
| 30D | -29.7% | +11.9% | -41.6% | -30.3% |
| 3M | -19.6% | +9.3% | -28.8% | -20.2% |
| 6M | -29.4% | +19.1% | -48.5% | -30.6% |
| YTD | -29.7% | +5.9% | -35.7% | -30.3% |
| 1Y | -40.0% | +39.8% | -79.8% | -42.0% |
| 3Y | +231.0% | +23.4% | +207.6% | +220.6% |
| 5Y | +500.1% | -33.3% | +533.3% | +551.6% |
| 10Y | +1,004.2% | +131.0% | +873.2% | +882.6% |
| All | +897.3% | +132.8% | +764.5% | +786.6% |
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 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