+262.4%
VST vs DVN
-2.4%
+264.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.6% | +12.1% | +11.0% |
| 7D | -9.8% | -19.1% | +9.3% | -3.7% |
| 30D | -25.1% | -11.8% | -13.3% | -22.1% |
| 3M | -11.6% | -1.5% | -10.1% | -11.5% |
| 6M | -20.9% | -8.2% | -12.7% | -19.8% |
| YTD | -22.3% | +17.4% | -39.7% | -30.6% |
| 1Y | -32.0% | +33.5% | -65.5% | -43.8% |
| 3Y | +262.4% | -0.3% | +262.7% | +245.9% |
| All | +262.4% | -2.4% | +264.8% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 3y: compounded portfolio wealth divided by compounded DVN 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…
3y analysis · Full analysis span regression · 6 months rolling