+1,238.2%
VST vs DUK
+134.5%
+1,103.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +9.9% | +0.7% | +9.2% | +9.5% |
| 30D | +7.9% | -2.0% | +10.0% | +8.8% |
| 3M | +3.4% | +0.2% | +3.2% | +2.8% |
| 6M | -4.1% | -6.9% | +2.8% | -1.5% |
| YTD | -5.7% | +6.1% | -11.8% | -8.9% |
| 1Y | -18.9% | +4.4% | -23.3% | -21.4% |
| 3Y | +359.1% | +49.1% | +309.9% | +254.9% |
| 5Y | +766.9% | +39.6% | +727.3% | +591.9% |
| All | +1,238.2% | +134.5% | +1,103.7% | +807.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 10y: compounded portfolio wealth divided by compounded DUK 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…
10y analysis · Full analysis span regression · 6 months rolling