+1,216.9%
VST vs DUK
+132.5%
+1,084.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.2% | -1.7% | +7.9% | +6.9% |
| 3M | -2.7% | -0.4% | -2.3% | -3.1% |
| 6M | -8.4% | -7.2% | -1.1% | -5.7% |
| YTD | -7.2% | +5.3% | -12.5% | -10.0% |
| 1Y | -20.9% | +3.0% | -23.8% | -22.8% |
| 3Y | +384.0% | +53.1% | +330.9% | +268.0% |
| 5Y | +757.1% | +37.9% | +719.1% | +587.9% |
| All | +1,216.9% | +132.5% | +1,084.3% | +796.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling