+373.4%
VST vs DLR
+56.7%
+316.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +8.9% | +1.6% | +7.3% | +7.5% |
| 30D | +6.2% | -3.4% | +9.6% | +9.1% |
| 3M | -2.7% | +0.5% | -3.2% | -4.4% |
| 6M | -8.4% | +4.6% | -12.9% | -13.0% |
| YTD | -7.2% | +23.4% | -30.6% | -24.3% |
| 1Y | -20.9% | +19.0% | -39.9% | -33.6% |
| All | +373.4% | +56.7% | +316.7% | +271.4% |
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