-20.2%
VST vs DT
+3.6%
-23.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.5% |
| 7D | +8.9% | -3.3% | +12.2% | +8.8% |
| 30D | +6.2% | +2.0% | +4.2% | +6.2% |
| 3M | -2.7% | +20.0% | -22.7% | -2.5% |
| 6M | -8.4% | +39.3% | -47.6% | -8.7% |
| YTD | -7.2% | +19.8% | -27.0% | -9.8% |
| All | -20.2% | +3.6% | -23.8% | -23.3% |
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 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