-99.8%
DSS vs VT
+215.5%
-315.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.7% |
| 7D | -3.7% | -2.3% | -1.4% | -3.2% |
| 30D | -24.1% | -5.0% | -19.2% | -23.4% |
| 3M | -1.8% | -4.9% | +3.1% | -0.9% |
| 6M | -7.4% | -1.5% | -5.8% | -6.9% |
| YTD | -47.1% | +8.5% | -55.6% | -47.6% |
| 1Y | -59.4% | +11.4% | -70.8% | -60.0% |
| 3Y | -83.8% | +70.1% | -153.9% | -85.2% |
| 5Y | -97.8% | +53.7% | -151.5% | -98.1% |
| All | -99.8% | +215.5% | -315.4% | -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