+300.0%
DSI vs VT
+222.7%
+77.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | +2.1% | +2.9% | -0.8% | -0.9% |
| 30D | -5.7% | -2.5% | -3.1% | -3.1% |
| 3M | -4.1% | -3.3% | -0.8% | -0.6% |
| 6M | +0.9% | +1.5% | -0.7% | -0.7% |
| YTD | +10.1% | +11.4% | -1.3% | -1.9% |
| 1Y | +10.1% | +11.9% | -1.9% | -2.4% |
| 3Y | +73.7% | +73.9% | -0.2% | -3.0% |
| 5Y | +61.2% | +57.9% | +3.3% | 0.0% |
| All | +300.0% | +222.7% | +77.4% | +22.9% |
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