-34.9%
VST vs DLR
+11.0%
-45.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.6% | -16.4% | -15.5% |
| 7D | -15.7% | +2.8% | -18.6% | -17.5% |
| 30D | -17.0% | +2.8% | -19.8% | -18.6% |
| 3M | -15.9% | -4.0% | -11.9% | -14.0% |
| 6M | -25.0% | -5.6% | -19.4% | -21.6% |
| YTD | -25.1% | +21.9% | -47.1% | -36.5% |
| 1Y | -34.9% | +13.0% | -47.9% | -41.7% |
| All | -34.9% | +11.0% | -45.8% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling