+622.5%
VST vs DT
+72.4%
+550.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.1% | +7.1% |
| 7D | -0.5% | -20.2% | +19.7% | +3.4% |
| 30D | -17.1% | -30.8% | +13.7% | -11.5% |
| 3M | -4.6% | -10.2% | +5.6% | -3.3% |
| 6M | -9.1% | +8.0% | -17.1% | -11.9% |
| YTD | -16.6% | +1.5% | -18.1% | -18.8% |
| 1Y | -29.5% | -6.9% | -22.6% | -30.1% |
| 3Y | +297.5% | -10.9% | +308.4% | +295.3% |
| 5Y | +654.5% | -42.2% | +696.7% | +680.3% |
| All | +622.5% | +72.4% | +550.0% | +424.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling