+588.9%
VST vs DT
-43.6%
+632.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.6% | +11.1% | +10.7% |
| 7D | -9.8% | -24.7% | +14.9% | -5.5% |
| 30D | -25.1% | -27.4% | +2.2% | -21.0% |
| 3M | -11.6% | -11.1% | -0.5% | -10.3% |
| 6M | -20.9% | +13.7% | -34.6% | -24.4% |
| YTD | -22.3% | +0.2% | -22.5% | -24.1% |
| 1Y | -32.0% | -5.7% | -26.3% | -32.8% |
| 3Y | +262.4% | -8.1% | +270.5% | +260.1% |
| All | +588.9% | -43.6% | +632.5% | +528.9% |
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