+588.9%
VST vs DTE
+39.5%
+549.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.3% |
| 3M | -11.6% | -2.6% | -9.0% | -10.8% |
| 6M | -20.9% | -3.5% | -17.4% | -20.2% |
| YTD | -22.3% | +7.4% | -29.7% | -24.9% |
| 1Y | -32.0% | +4.2% | -36.2% | -33.5% |
| 3Y | +262.4% | +51.7% | +210.7% | +189.4% |
| All | +588.9% | +39.5% | +549.4% | +504.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling