+1,164.9%
VST vs DLR
+188.2%
+976.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.2% |
| 7D | +6.6% | +3.3% | +3.3% | +5.0% |
| 30D | -12.4% | +4.6% | -17.0% | -14.2% |
| 3M | -9.0% | -8.3% | -0.7% | -5.0% |
| 6M | -6.4% | -5.6% | -0.8% | -4.1% |
| YTD | -17.2% | +18.7% | -35.9% | -23.6% |
| 1Y | -22.0% | +17.1% | -39.1% | -27.7% |
| 3Y | +296.7% | +54.4% | +242.3% | +243.3% |
| 5Y | +637.6% | +36.5% | +601.1% | +552.1% |
| All | +1,164.9% | +188.2% | +976.7% | +816.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling