+359.1%
VST vs DGX
+96.8%
+262.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +9.9% | -0.3% | +10.2% | +9.9% |
| 30D | +7.9% | -1.2% | +9.1% | +7.9% |
| 3M | +3.4% | +19.9% | -16.5% | +3.8% |
| 6M | -4.1% | +19.2% | -23.3% | -3.9% |
| YTD | -5.7% | +37.5% | -43.2% | -5.3% |
| 1Y | -18.9% | +31.3% | -50.2% | -18.6% |
| 3Y | +359.1% | +96.6% | +262.4% | +338.0% |
| All | +359.1% | +96.8% | +262.2% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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