-62.3%
DSS vs VT
+12.5%
-74.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.4% |
| 7D | -11.9% | -0.1% | -11.7% | -11.3% |
| 30D | -25.3% | -3.1% | -22.2% | -24.3% |
| 3M | -11.4% | -3.5% | -7.9% | -10.1% |
| 6M | -18.3% | +0.5% | -18.7% | -15.8% |
| YTD | -51.3% | +10.8% | -62.1% | -50.7% |
| 1Y | -62.3% | +11.9% | -74.2% | -62.4% |
| All | -62.3% | +12.5% | -74.8% | -62.4% |
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