+573.3%
VST vs DT
+70.4%
+502.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.6% | +11.1% | +10.7% |
| 7D | -9.8% | -24.7% | +14.9% | -5.2% |
| 30D | -25.1% | -27.4% | +2.2% | -20.8% |
| 3M | -11.6% | -11.1% | -0.5% | -10.2% |
| 6M | -20.9% | +13.7% | -34.6% | -24.3% |
| YTD | -22.3% | +0.2% | -22.5% | -24.2% |
| 1Y | -32.0% | -5.7% | -26.3% | -32.8% |
| 3Y | +262.4% | -8.1% | +270.5% | +258.3% |
| 5Y | +563.4% | -43.1% | +606.4% | +588.0% |
| All | +573.3% | +70.4% | +502.9% | +389.6% |
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