+681.3%
DSI vs VT
+345.0%
+336.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -1.2% |
| 7D | -5.5% | -4.2% | -1.4% | -1.9% |
| 30D | -8.1% | -5.8% | -2.3% | -3.1% |
| 3M | -5.7% | -5.2% | -0.4% | -1.0% |
| 6M | +1.7% | +0.1% | +1.6% | +1.8% |
| YTD | +7.8% | +8.2% | -0.4% | +0.7% |
| 1Y | +8.4% | +10.1% | -1.8% | -0.2% |
| 3Y | +72.4% | +69.7% | +2.8% | +10.0% |
| 5Y | +56.8% | +53.4% | +3.4% | +9.6% |
| 10Y | +306.2% | +219.2% | +87.0% | +60.2% |
| All | +681.3% | +345.0% | +336.3% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling