+509.0%
VST vs DT
+71.4%
+437.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.6% | +0.4% | -4.9% |
| 7D | -19.9% | -28.3% | +8.4% | -15.1% |
| 30D | -29.7% | -28.4% | -1.2% | -25.4% |
| 3M | -19.6% | -14.1% | -5.5% | -17.8% |
| 6M | -29.4% | +13.2% | -42.6% | -32.3% |
| YTD | -29.7% | +0.8% | -30.5% | -31.5% |
| 1Y | -40.0% | -7.8% | -32.3% | -40.5% |
| 3Y | +231.0% | -8.3% | +239.3% | +227.4% |
| 5Y | +500.1% | -42.7% | +542.8% | +521.7% |
| All | +509.0% | +71.4% | +437.6% | +342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling