+296.7%
VST vs DLR
+54.1%
+242.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | +0.6% |
| 7D | +6.6% | +3.3% | +3.3% | +3.6% |
| 30D | -12.4% | +4.6% | -17.0% | -15.9% |
| 3M | -9.0% | -8.3% | -0.7% | -1.8% |
| 6M | -6.4% | -5.6% | -0.8% | -2.7% |
| YTD | -17.2% | +18.7% | -35.9% | -31.2% |
| 1Y | -22.0% | +17.1% | -39.1% | -34.6% |
| 3Y | +296.7% | +54.4% | +242.3% | +213.3% |
| All | +296.7% | +54.1% | +242.6% | +213.3% |
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