+498.8%
VST vs DOW
-10.0%
+508.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.5% |
| 7D | -6.0% | -6.8% | +0.8% | -4.0% |
| 30D | -18.8% | +10.8% | -29.5% | -21.4% |
| 3M | -8.0% | +4.1% | -12.2% | -9.7% |
| 6M | -10.9% | -12.7% | +1.8% | -8.4% |
| YTD | -18.3% | +39.2% | -57.6% | -29.5% |
| 1Y | -29.9% | +49.5% | -79.4% | -41.3% |
| 3Y | +290.3% | -24.4% | +314.7% | +302.7% |
| 5Y | +635.3% | -29.6% | +664.9% | +664.5% |
| All | +498.8% | -10.0% | +508.8% | +385.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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