+629.3%
VST vs DT
-40.8%
+670.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.9% |
| 7D | -6.0% | -7.5% | +1.5% | -4.7% |
| 30D | -18.8% | -31.5% | +12.7% | -13.4% |
| 3M | -8.0% | -14.0% | +6.0% | -6.1% |
| 6M | -10.9% | +6.9% | -17.8% | -13.6% |
| YTD | -18.3% | +0.3% | -18.7% | -20.3% |
| 1Y | -29.9% | -6.9% | -23.0% | -30.5% |
| 3Y | +290.3% | -13.9% | +304.2% | +291.8% |
| All | +629.3% | -40.8% | +670.1% | +575.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling