+1,058.9%
VST vs DTE
+148.4%
+910.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -6.0% | +3.5% | -9.5% | -8.0% |
| 30D | -18.8% | +9.5% | -28.3% | -23.4% |
| 3M | -8.0% | +2.5% | -10.6% | -9.7% |
| 6M | -10.9% | +0.6% | -11.5% | -11.9% |
| YTD | -18.3% | +10.5% | -28.8% | -23.6% |
| 1Y | -29.9% | +3.3% | -33.3% | -31.8% |
| 3Y | +290.3% | +56.3% | +234.0% | +183.6% |
| 5Y | +635.3% | +44.9% | +590.4% | +455.0% |
| 10Y | +1,162.4% | +149.2% | +1,013.2% | +665.7% |
| All | +1,058.9% | +148.4% | +910.5% | +595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling