-72.5%
DSP vs VT
+79.6%
-152.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | -1.1% |
| 7D | -8.1% | -0.3% | -7.8% | -7.6% |
| 30D | +8.2% | -1.4% | +9.7% | +10.6% |
| 3M | +2.8% | -1.4% | +4.2% | +4.6% |
| 6M | +14.1% | +5.5% | +8.6% | +4.3% |
| YTD | +9.1% | +12.8% | -3.7% | -10.9% |
| 1Y | +54.6% | +15.4% | +39.2% | +22.0% |
| 3Y | +140.7% | +76.9% | +63.8% | +1.1% |
| 5Y | +8.5% | +60.4% | -51.9% | -37.1% |
| All | -72.5% | +79.6% | -152.1% | -87.7% |
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