+297.5%
VST vs DLR
+53.1%
+244.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.4% | +3.9% | +4.3% |
| 7D | -0.5% | +2.4% | -2.9% | -2.8% |
| 30D | -17.1% | +0.7% | -17.8% | -17.7% |
| 3M | -4.6% | -6.4% | +1.8% | +1.1% |
| 6M | -9.1% | -6.5% | -2.5% | -4.4% |
| YTD | -16.6% | +18.8% | -35.4% | -30.8% |
| 1Y | -29.5% | +9.0% | -38.5% | -36.5% |
| 3Y | +297.5% | +54.5% | +243.0% | +214.1% |
| All | +297.5% | +53.1% | +244.4% | +214.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling