-28.5%
VST vs DTE
+4.3%
-32.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +6.2% |
| 7D | -0.5% | +1.8% | -2.4% | -1.3% |
| 30D | -17.1% | +9.0% | -26.1% | -21.1% |
| 3M | -4.6% | -0.2% | -4.4% | -4.7% |
| 6M | -9.1% | +0.1% | -9.2% | -11.1% |
| YTD | -16.6% | +10.0% | -26.6% | -26.7% |
| All | -28.5% | +4.3% | -32.7% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling