+112.3%
DSM vs VT
+345.0%
-232.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.1% |
| 7D | 0.0% | -4.2% | +4.2% | +1.0% |
| 30D | +7.1% | -5.8% | +12.9% | +8.6% |
| 3M | -3.4% | -5.2% | +1.8% | -2.2% |
| 6M | -6.2% | +0.1% | -6.3% | -6.3% |
| YTD | -5.7% | +8.2% | -14.0% | -7.6% |
| 1Y | -2.0% | +10.1% | -12.1% | -4.3% |
| 3Y | +26.6% | +69.7% | -43.1% | +11.3% |
| 5Y | -15.0% | +53.4% | -68.4% | -24.0% |
| 10Y | +7.8% | +219.2% | -211.4% | -19.4% |
| All | +112.3% | +345.0% | -232.7% | +38.6% |
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