+296.7%
VST vs DTE
+57.1%
+239.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +6.6% | +3.4% | +3.1% | +5.7% |
| 30D | -12.4% | +8.9% | -21.3% | -14.5% |
| 3M | -9.0% | +1.1% | -10.0% | -9.4% |
| 6M | -6.4% | +0.1% | -6.5% | -6.9% |
| YTD | -17.2% | +11.1% | -28.2% | -19.2% |
| 1Y | -22.0% | +4.9% | -27.0% | -23.2% |
| 3Y | +296.7% | +58.6% | +238.1% | +261.4% |
| All | +296.7% | +57.1% | +239.5% | +261.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling