-34.9%
VST vs DRI
+34.0%
-68.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.1% | -18.9% | -13.4% |
| 7D | -15.7% | +6.5% | -22.2% | -15.3% |
| 30D | -17.0% | +16.4% | -33.4% | -16.9% |
| 3M | -15.9% | +13.6% | -29.5% | -15.7% |
| 6M | -25.0% | +22.0% | -47.0% | -25.4% |
| YTD | -25.1% | +29.3% | -54.4% | -25.9% |
| 1Y | -34.9% | +32.0% | -66.9% | -35.5% |
| All | -34.9% | +34.0% | -68.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling