+509.2%
VST vs DOW
-6.9%
+516.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.6% | +0.8% |
| 7D | +10.9% | -0.5% | +11.4% | +11.0% |
| 30D | -15.6% | +15.7% | -31.3% | -19.4% |
| 3M | -7.8% | +5.3% | -13.1% | -9.7% |
| 6M | -12.0% | -14.2% | +2.2% | -8.9% |
| YTD | -16.9% | +43.9% | -60.8% | -29.0% |
| 1Y | -25.1% | +53.1% | -78.1% | -37.7% |
| 3Y | +297.1% | -21.8% | +318.9% | +305.8% |
| 5Y | +641.9% | -28.3% | +670.2% | +668.6% |
| All | +509.2% | -6.9% | +516.1% | +388.9% |
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