-26.4%
VST vs DRI
+35.9%
-62.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.1% |
| 7D | -6.0% | +4.2% | -10.3% | -5.5% |
| 30D | -18.8% | +15.7% | -34.4% | -18.5% |
| 3M | -8.0% | +5.8% | -13.8% | -7.6% |
| 6M | -10.9% | +18.4% | -29.4% | -10.9% |
| YTD | -18.3% | +28.2% | -46.5% | -17.6% |
| All | -26.4% | +35.9% | -62.2% | -23.9% |
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