+262.4%
VST vs DTE
+49.5%
+212.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.4% | +10.5% |
| 7D | -9.8% | -0.3% | -9.5% | -9.8% |
| 30D | -25.1% | +6.2% | -31.3% | -26.5% |
| 3M | -11.6% | -2.6% | -9.0% | -11.2% |
| 6M | -20.9% | -3.5% | -17.4% | -20.5% |
| YTD | -22.3% | +7.4% | -29.7% | -23.6% |
| 1Y | -32.0% | +4.2% | -36.2% | -32.7% |
| 3Y | +262.4% | +51.7% | +210.7% | +228.1% |
| All | +262.4% | +49.5% | +212.9% | +228.1% |
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