+227.8%
VST vs DRI
+68.1%
+159.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.3% | -6.0% |
| 7D | -19.9% | +3.7% | -23.6% | -20.6% |
| 30D | -29.7% | +13.5% | -43.1% | -31.7% |
| 3M | -19.6% | +10.4% | -29.9% | -21.6% |
| 6M | -29.4% | +19.5% | -48.9% | -32.8% |
| YTD | -29.7% | +28.2% | -57.9% | -34.9% |
| 1Y | -40.0% | +31.0% | -71.0% | -44.9% |
| All | +227.8% | +68.1% | +159.7% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling