-99.8%
DSS vs VT
+224.5%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | +52.6% | +0.4% | +52.1% | +52.5% |
| 30D | +50.9% | +1.0% | +49.9% | +50.8% |
| 3M | +78.1% | +2.4% | +75.7% | +77.6% |
| 6M | -6.8% | +12.0% | -18.8% | -8.4% |
| YTD | -10.6% | +15.3% | -25.9% | -12.3% |
| 1Y | -31.4% | +22.6% | -54.0% | -33.2% |
| 3Y | -78.5% | +74.7% | -153.2% | -80.2% |
| 5Y | -96.4% | +66.1% | -162.5% | -96.8% |
| All | -99.8% | +224.5% | -324.3% | -99.7% |
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 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