+262.4%
VST vs DLR
+44.1%
+218.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.8% |
| 7D | -9.8% | -3.6% | -6.2% | -7.2% |
| 30D | -25.1% | -3.5% | -21.7% | -22.8% |
| 3M | -11.6% | -8.9% | -2.7% | -4.2% |
| 6M | -20.9% | -11.6% | -9.3% | -12.6% |
| YTD | -22.3% | +14.9% | -37.2% | -33.6% |
| 1Y | -32.0% | +6.4% | -38.4% | -37.6% |
| 3Y | +262.4% | +47.3% | +215.1% | +196.0% |
| All | +262.4% | +44.1% | +218.3% | +196.0% |
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 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