+469.7%
VST vs DOW
-10.2%
+479.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.4% | +11.1% |
| 7D | -9.8% | -9.5% | -0.3% | -7.1% |
| 30D | -25.1% | +13.1% | -38.2% | -28.0% |
| 3M | -11.6% | +4.8% | -16.4% | -13.4% |
| 6M | -20.9% | -16.7% | -4.3% | -17.4% |
| YTD | -22.3% | +38.9% | -61.2% | -32.8% |
| 1Y | -32.0% | +48.3% | -80.3% | -42.9% |
| 3Y | +262.4% | -24.4% | +286.7% | +273.9% |
| 5Y | +563.4% | -29.2% | +592.6% | +588.4% |
| All | +469.7% | -10.2% | +479.9% | +362.1% |
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 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