+1,112.0%
VST vs DRI
+367.2%
+744.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.6% | +10.9% |
| 7D | -9.8% | +2.8% | -12.6% | -10.9% |
| 30D | -25.1% | +13.3% | -38.4% | -28.4% |
| 3M | -11.6% | +8.2% | -19.8% | -14.5% |
| 6M | -20.9% | +17.5% | -38.5% | -25.8% |
| YTD | -22.3% | +26.9% | -49.2% | -29.3% |
| 1Y | -32.0% | +31.6% | -63.6% | -39.0% |
| 3Y | +262.4% | +67.0% | +195.4% | +196.7% |
| 5Y | +563.4% | +72.9% | +490.5% | +427.2% |
| All | +1,112.0% | +367.2% | +744.9% | +591.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling