+55.0%
DSL vs VT
+283.2%
-228.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +1.0% |
| 7D | -0.2% | -4.2% | +4.0% | +2.2% |
| 30D | +0.8% | -5.8% | +6.6% | +4.3% |
| 3M | -4.5% | -5.2% | +0.8% | -1.5% |
| 6M | -5.4% | +0.1% | -5.5% | -5.7% |
| YTD | -3.1% | +8.2% | -11.3% | -8.0% |
| 1Y | -3.5% | +10.1% | -13.6% | -9.3% |
| 3Y | +19.7% | +69.7% | -50.0% | -14.3% |
| 5Y | +0.9% | +53.4% | -52.5% | -23.7% |
| 10Y | +53.3% | +219.2% | -165.9% | -24.2% |
| All | +55.0% | +283.2% | -228.2% | -29.2% |
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