+70.4%
DSTL vs VT
+53.2%
+17.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +2.1% |
| 7D | +2.1% | -4.2% | +6.3% | +5.6% |
| 30D | +8.9% | -5.8% | +14.7% | +14.1% |
| 3M | +6.2% | -5.2% | +11.5% | +10.8% |
| 6M | +18.8% | +0.1% | +18.7% | +17.7% |
| YTD | +20.8% | +8.2% | +12.6% | +11.4% |
| 1Y | +25.9% | +10.1% | +15.8% | +14.3% |
| 3Y | +64.3% | +69.7% | -5.3% | -0.5% |
| 5Y | +70.4% | +53.4% | +17.0% | +11.5% |
| All | +70.4% | +53.2% | +17.2% | +11.5% |
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