-71.4%
DSP vs VT
+83.6%
-155.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.3% | +0.4% | +2.8% | +2.6% |
| 30D | +11.0% | +1.0% | +10.0% | +9.4% |
| 3M | +7.4% | +2.4% | +5.0% | +3.5% |
| 6M | +34.8% | +12.0% | +22.8% | +11.8% |
| YTD | +13.5% | +15.3% | -1.9% | -10.0% |
| 1Y | +35.8% | +22.6% | +13.2% | -1.7% |
| 3Y | +103.3% | +74.7% | +28.6% | -12.3% |
| 5Y | -5.6% | +66.1% | -71.7% | -48.5% |
| All | -71.4% | +83.6% | -155.0% | -87.5% |
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