-50.6%
DSS vs VT
+15.2%
-65.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.6% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | -14.1% | -1.4% | -12.6% | -13.9% |
| 3M | -2.3% | -1.4% | -0.9% | -2.0% |
| 6M | -10.9% | +5.5% | -16.4% | -10.3% |
| YTD | -43.1% | +12.8% | -55.9% | -42.5% |
| 1Y | -50.6% | +15.4% | -66.0% | -51.7% |
| All | -50.6% | +15.2% | -65.8% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling