-34.9%
VST vs DT
-5.1%
-29.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.5% | -13.3% | -13.8% |
| 7D | -15.7% | -25.5% | +9.8% | -15.8% |
| 30D | -17.0% | -22.3% | +5.3% | -16.9% |
| 3M | -15.9% | +2.3% | -18.2% | -15.5% |
| 6M | -25.0% | +20.7% | -45.7% | -25.3% |
| YTD | -25.1% | +7.9% | -33.0% | -27.6% |
| 1Y | -34.9% | -5.7% | -29.1% | -36.9% |
| All | -34.9% | -5.1% | -29.7% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling