+1,238.2%
VST vs DTE
+143.1%
+1,095.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.1% |
| 7D | +9.9% | +0.9% | +9.0% | +9.3% |
| 30D | +7.9% | -1.9% | +9.8% | +9.1% |
| 3M | +3.4% | -3.3% | +6.8% | +5.2% |
| 6M | -4.1% | -7.1% | +3.0% | -0.2% |
| YTD | -5.7% | +8.1% | -13.8% | -10.4% |
| 1Y | -18.9% | +5.3% | -24.1% | -21.9% |
| 3Y | +359.1% | +48.2% | +310.9% | +245.1% |
| 5Y | +766.9% | +33.2% | +733.6% | +594.3% |
| All | +1,238.2% | +143.1% | +1,095.1% | +716.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling