-77.4%
DPST vs VT
+53.2%
-130.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | +5.9% |
| 7D | -2.9% | -4.2% | +1.2% | +11.4% |
| 30D | +7.9% | -5.8% | +13.7% | +30.1% |
| 3M | -20.7% | -5.2% | -15.5% | -6.6% |
| 6M | +3.8% | +0.1% | +3.7% | -1.6% |
| YTD | +21.1% | +8.2% | +12.9% | -12.4% |
| 1Y | +46.7% | +10.1% | +36.6% | 0.0% |
| 3Y | +118.5% | +69.7% | +48.9% | -59.0% |
| 5Y | -77.4% | +53.4% | -130.8% | -91.4% |
| All | -77.4% | +53.2% | -130.6% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling