+1,088.3%
VST vs DGX
+277.3%
+811.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +19.2% | +1.9% | +17.2% | +18.6% |
| 30D | -17.2% | +12.7% | -29.8% | -19.8% |
| 3M | -8.1% | +9.6% | -17.8% | -10.6% |
| 6M | -8.1% | +37.6% | -45.7% | -16.4% |
| YTD | -16.3% | +52.1% | -68.4% | -26.3% |
| 1Y | -24.1% | +41.3% | -65.4% | -31.8% |
| 3Y | +300.2% | +106.9% | +193.3% | +209.6% |
| 5Y | +645.9% | +90.7% | +555.3% | +484.6% |
| 10Y | +1,152.2% | +288.0% | +864.2% | +668.3% |
| All | +1,088.3% | +277.3% | +811.1% | +625.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling