-97.7%
DSS vs VT
+57.4%
-155.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.9% |
| 7D | -1.2% | +0.4% | -1.6% | -1.1% |
| 30D | -18.2% | -2.6% | -15.6% | -16.5% |
| 3M | -3.1% | -3.2% | +0.1% | -0.6% |
| 6M | -10.5% | +0.9% | -11.4% | -10.9% |
| YTD | -46.7% | +11.3% | -58.0% | -50.6% |
| 1Y | -59.4% | +14.0% | -73.4% | -63.0% |
| 3Y | -82.8% | +75.8% | -158.7% | -89.9% |
| 5Y | -97.7% | +57.8% | -155.6% | -98.1% |
| All | -97.7% | +57.4% | -155.1% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling