+962.7%
VST vs DLR
+181.6%
+781.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.6% | -16.4% | -15.1% |
| 7D | -15.7% | +2.8% | -18.6% | -17.0% |
| 30D | -17.0% | +2.8% | -19.8% | -18.0% |
| 3M | -15.9% | -4.0% | -11.9% | -14.2% |
| 6M | -25.0% | -5.6% | -19.4% | -23.2% |
| YTD | -25.1% | +21.9% | -47.1% | -31.8% |
| 1Y | -34.9% | +13.0% | -47.9% | -38.7% |
| 3Y | +252.7% | +52.2% | +200.4% | +205.1% |
| 5Y | +582.3% | +40.3% | +542.0% | +494.6% |
| 10Y | +1,076.6% | +186.1% | +890.5% | +706.4% |
| All | +962.7% | +181.6% | +781.1% | +626.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling