-28.5%
VST vs DT
-7.6%
-20.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.1% | +7.3% |
| 7D | -0.5% | -20.2% | +19.7% | -0.7% |
| 30D | -17.1% | -30.8% | +13.7% | -17.2% |
| 3M | -4.6% | -10.2% | +5.6% | -4.1% |
| 6M | -9.1% | +8.0% | -17.1% | -9.0% |
| YTD | -16.6% | +1.5% | -18.1% | -20.4% |
| All | -28.5% | -7.6% | -20.8% | -32.4% |
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