+608.4%
VST vs DRI
+78.6%
+529.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +6.6% | +1.1% | +5.5% | +6.3% |
| 30D | -12.4% | +9.7% | -22.1% | -14.8% |
| 3M | -9.0% | +3.2% | -12.2% | -10.2% |
| 6M | -6.4% | +20.6% | -27.0% | -12.2% |
| YTD | -17.2% | +28.3% | -45.4% | -24.3% |
| 1Y | -22.0% | +34.5% | -56.6% | -30.0% |
| 3Y | +296.7% | +66.5% | +230.1% | +231.3% |
| All | +608.4% | +78.6% | +529.8% | +459.1% |
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 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