+654.5%
VST vs DRI
+76.5%
+578.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.9% |
| 7D | -0.5% | +3.1% | -3.6% | -1.5% |
| 30D | -17.1% | +16.2% | -33.3% | -20.7% |
| 3M | -4.6% | +8.4% | -13.0% | -7.2% |
| 6M | -9.1% | +19.0% | -28.1% | -14.3% |
| YTD | -16.6% | +28.8% | -45.5% | -23.8% |
| 1Y | -29.5% | +33.1% | -62.6% | -36.4% |
| 3Y | +297.5% | +70.8% | +226.8% | +230.3% |
| 5Y | +654.5% | +74.2% | +580.3% | +504.9% |
| All | +654.5% | +76.5% | +578.0% | +504.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling