-25.1%
VST vs DRI
+36.0%
-61.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +10.9% | -0.7% | +11.7% | +10.8% |
| 30D | -15.6% | +14.7% | -30.3% | -15.3% |
| 3M | -7.8% | +5.4% | -13.2% | -7.3% |
| 6M | -12.0% | +18.8% | -30.8% | -11.9% |
| YTD | -16.9% | +28.4% | -45.3% | -16.2% |
| 1Y | -25.1% | +37.7% | -62.7% | -22.6% |
| All | -25.1% | +36.0% | -61.1% | -22.6% |
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