+1,216.9%
VST vs DRI
+364.8%
+852.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.7% |
| 7D | +8.9% | +0.6% | +8.3% | +8.7% |
| 30D | +6.2% | +3.8% | +2.4% | +4.8% |
| 3M | -2.7% | +13.0% | -15.7% | -7.0% |
| 6M | -8.4% | +8.3% | -16.7% | -11.4% |
| YTD | -7.2% | +20.6% | -27.8% | -13.6% |
| 1Y | -20.9% | +6.5% | -27.4% | -23.6% |
| 3Y | +384.0% | +53.7% | +330.3% | +309.4% |
| 5Y | +757.1% | +72.7% | +684.4% | +584.5% |
| All | +1,216.9% | +364.8% | +852.0% | +673.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling