+881.8%
VST vs DOCN
+171.0%
+710.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.1% |
| 7D | +8.9% | +1.1% | +7.8% | +8.7% |
| 30D | +6.2% | -9.6% | +15.8% | +7.3% |
| 3M | -2.7% | -37.7% | +35.0% | +2.6% |
| 6M | -8.4% | +115.2% | -123.6% | -20.4% |
| YTD | -7.2% | +133.7% | -140.9% | -20.7% |
| 1Y | -20.9% | +250.2% | -271.1% | -36.5% |
| 3Y | +384.0% | +320.3% | +63.7% | +280.0% |
| 5Y | +757.1% | +53.1% | +704.0% | +566.9% |
| All | +881.8% | +171.0% | +710.8% | +665.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling