+507.2%
VST vs DOW
-5.5%
+512.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +6.6% | +5.2% | +1.4% | +5.0% |
| 30D | -12.4% | +13.2% | -25.6% | -15.7% |
| 3M | -9.0% | +10.1% | -19.1% | -12.1% |
| 6M | -6.4% | -13.1% | +6.6% | -3.5% |
| YTD | -17.2% | +46.1% | -63.3% | -29.5% |
| 1Y | -22.0% | +50.0% | -72.0% | -34.5% |
| 3Y | +296.7% | -20.2% | +316.9% | +302.9% |
| 5Y | +637.6% | -27.7% | +665.3% | +662.7% |
| All | +507.2% | -5.5% | +512.7% | +385.1% |
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