+704.1%
VST vs DT
+103.5%
+600.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.8% |
| 7D | +8.9% | -3.3% | +12.2% | +9.5% |
| 30D | +6.2% | +2.0% | +4.2% | +5.6% |
| 3M | -2.7% | +20.0% | -22.7% | -6.8% |
| 6M | -8.4% | +39.3% | -47.6% | -15.4% |
| YTD | -7.2% | +19.8% | -27.0% | -12.0% |
| 1Y | -20.9% | +4.3% | -25.2% | -23.0% |
| 3Y | +384.0% | +7.7% | +376.3% | +366.2% |
| 5Y | +757.1% | -26.8% | +783.9% | +748.0% |
| All | +704.1% | +103.5% | +600.6% | +468.3% |
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 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