-20.9%
VST vs DT
+14.3%
-35.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.6% | +11.1% | +10.5% |
| 7D | -9.8% | -24.7% | +14.9% | -11.4% |
| 30D | -25.1% | -27.4% | +2.2% | -26.3% |
| 3M | -11.6% | -11.1% | -0.5% | -10.6% |
| 6M | -20.9% | +13.7% | -34.6% | -19.2% |
| All | -20.9% | +14.3% | -35.2% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling