+1,216.9%
VST vs DGX
+243.3%
+973.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.8% |
| 7D | +8.9% | -2.3% | +11.2% | +9.6% |
| 30D | +6.2% | +0.6% | +5.7% | +6.0% |
| 3M | -2.7% | +21.4% | -24.1% | -8.2% |
| 6M | -8.4% | +14.7% | -23.1% | -12.3% |
| YTD | -7.2% | +38.4% | -45.6% | -16.0% |
| 1Y | -20.9% | +34.0% | -54.9% | -28.1% |
| 3Y | +384.0% | +92.7% | +291.3% | +281.2% |
| 5Y | +757.1% | +67.7% | +689.4% | +599.2% |
| All | +1,216.9% | +243.3% | +973.6% | +726.8% |
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