+766.9%
VST vs DVN
+111.9%
+654.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +9.9% | -1.3% | +11.2% | +10.2% |
| 30D | +7.9% | +12.6% | -4.7% | +4.6% |
| 3M | +3.4% | +8.1% | -4.7% | +0.8% |
| 6M | -4.1% | +10.2% | -14.3% | -7.9% |
| YTD | -5.7% | +33.8% | -39.5% | -14.9% |
| 1Y | -18.9% | +43.9% | -62.8% | -28.8% |
| 3Y | +359.1% | +1.7% | +357.3% | +330.9% |
| 5Y | +766.9% | +119.6% | +647.3% | +597.6% |
| All | +766.9% | +111.9% | +654.9% | +597.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling