+1,002.6%
VST vs DTE
+141.4%
+861.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.1% |
| 3M | -11.6% | -2.6% | -9.0% | -10.5% |
| 6M | -20.9% | -3.5% | -17.4% | -19.8% |
| YTD | -22.3% | +7.4% | -29.7% | -26.2% |
| 1Y | -32.0% | +4.2% | -36.2% | -34.2% |
| 3Y | +262.4% | +51.7% | +210.7% | +167.8% |
| 5Y | +563.4% | +39.7% | +523.7% | +412.0% |
| 10Y | +1,120.7% | +137.5% | +983.2% | +653.0% |
| All | +1,002.6% | +141.4% | +861.1% | +572.6% |
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