+897.3%
VST vs DRI
+394.1%
+503.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.3% | -5.9% |
| 7D | -19.9% | +3.7% | -23.6% | -21.1% |
| 30D | -29.7% | +13.5% | -43.1% | -32.7% |
| 3M | -19.6% | +10.4% | -29.9% | -22.6% |
| 6M | -29.4% | +19.5% | -48.9% | -34.1% |
| YTD | -29.7% | +28.2% | -57.9% | -36.2% |
| 1Y | -40.0% | +31.0% | -71.0% | -46.1% |
| 3Y | +231.0% | +67.1% | +163.9% | +171.2% |
| 5Y | +500.1% | +74.7% | +425.4% | +375.9% |
| 10Y | +1,004.2% | +376.2% | +628.0% | +534.6% |
| All | +897.3% | +394.1% | +503.2% | +470.9% |
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 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