-32.0%
VST vs DRI
+30.3%
-62.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.6% | +10.4% |
| 7D | -9.8% | +2.8% | -12.6% | -9.5% |
| 30D | -25.1% | +13.3% | -38.4% | -25.1% |
| 3M | -11.6% | +8.2% | -19.8% | -11.4% |
| 6M | -20.9% | +17.5% | -38.5% | -21.3% |
| YTD | -22.3% | +26.9% | -49.2% | -22.9% |
| 1Y | -32.0% | +31.6% | -63.6% | -32.3% |
| All | -32.0% | +30.3% | -62.3% | -32.3% |
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 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