+86.1%
DSMC vs VT
+98.2%
-12.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -2.7% | -2.3% | -0.4% | -0.5% |
| 30D | +4.4% | -5.0% | +9.3% | +9.6% |
| 3M | +2.0% | -4.9% | +6.9% | +7.0% |
| 6M | +11.8% | -1.5% | +13.3% | +12.6% |
| YTD | +25.2% | +8.5% | +16.7% | +12.9% |
| 1Y | +30.9% | +11.4% | +19.5% | +14.4% |
| 3Y | +52.3% | +70.1% | -17.8% | -18.4% |
| All | +86.1% | +98.2% | -12.1% | -17.1% |
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