-75.7%
DSP vs VT
+77.3%
-153.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.3% |
| 7D | -8.4% | +2.9% | -11.3% | -11.9% |
| 30D | -12.4% | -2.5% | -9.9% | -8.8% |
| 3M | -7.1% | -3.3% | -3.8% | -2.6% |
| 6M | +7.3% | +1.5% | +5.8% | +4.4% |
| YTD | -3.7% | +11.4% | -15.1% | -19.7% |
| 1Y | +6.7% | +11.9% | -5.2% | -11.6% |
| 3Y | +104.0% | +73.9% | +30.2% | -11.9% |
| 5Y | -6.8% | +57.9% | -64.6% | -44.6% |
| All | -75.7% | +77.3% | -153.0% | -88.9% |
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