+218.1%
DSTL vs VT
+160.5%
+57.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.2% |
| 7D | +0.3% | +2.9% | -2.6% | -2.4% |
| 30D | +7.4% | -2.5% | +9.9% | +9.7% |
| 3M | +4.8% | -3.3% | +8.1% | +7.8% |
| 6M | +21.9% | +1.5% | +20.4% | +19.2% |
| YTD | +21.1% | +11.4% | +9.8% | +8.0% |
| 1Y | +24.2% | +11.9% | +12.2% | +10.0% |
| 3Y | +64.4% | +73.9% | -9.5% | -6.4% |
| 5Y | +69.4% | +57.9% | +11.5% | +6.0% |
| All | +218.1% | +160.5% | +57.6% | +14.6% |
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