-78.3%
DPST vs VT
+231.8%
-310.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | -0.9% |
| 7D | +8.0% | -0.3% | +8.3% | +9.2% |
| 30D | +14.7% | -1.4% | +16.1% | +19.8% |
| 3M | -16.0% | -1.4% | -14.6% | -12.8% |
| 6M | +16.5% | +5.5% | +11.0% | -8.7% |
| YTD | +30.8% | +12.8% | +18.0% | -20.3% |
| 1Y | +64.2% | +15.4% | +48.8% | -7.8% |
| 3Y | +136.0% | +76.9% | +59.1% | -66.2% |
| 5Y | -74.8% | +60.4% | -135.2% | -92.9% |
| 10Y | -78.3% | +232.8% | -311.0% | -98.5% |
| All | -78.3% | +231.8% | -310.1% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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