+580.4%
VST vs DOW
-15.8%
+596.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.6% | +4.4% |
| 7D | +8.9% | -2.4% | +11.3% | +9.6% |
| 30D | +6.2% | +0.4% | +5.8% | +5.8% |
| 3M | -2.7% | -14.4% | +11.7% | +1.2% |
| 6M | -8.4% | -7.0% | -1.4% | -8.4% |
| YTD | -7.2% | +30.2% | -37.4% | -17.9% |
| 1Y | -20.9% | +29.2% | -50.1% | -30.7% |
| 3Y | +384.0% | -36.7% | +420.7% | +432.6% |
| 5Y | +757.1% | -37.7% | +794.8% | +830.0% |
| All | +580.4% | -15.8% | +596.2% | +464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling