+629.3%
VST vs DGX
+97.4%
+531.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | -6.0% | +4.6% | -10.6% | -6.3% |
| 30D | -18.8% | +11.9% | -30.7% | -19.5% |
| 3M | -8.0% | +9.2% | -17.2% | -8.7% |
| 6M | -10.9% | +39.0% | -49.9% | -14.3% |
| YTD | -18.3% | +51.4% | -69.8% | -22.5% |
| 1Y | -29.9% | +42.6% | -72.5% | -33.0% |
| 3Y | +290.3% | +105.9% | +184.4% | +238.8% |
| All | +629.3% | +97.4% | +531.9% | +523.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling