+211.0%
DSTL vs VT
+169.8%
+41.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.4% |
| 30D | +4.2% | +1.0% | +3.2% | +3.2% |
| 3M | +14.3% | +2.4% | +11.9% | +11.4% |
| 6M | +13.3% | +12.0% | +1.3% | +1.0% |
| YTD | +18.5% | +15.3% | +3.1% | +2.5% |
| 1Y | +22.2% | +22.6% | -0.3% | -0.5% |
| 3Y | +55.0% | +74.7% | -19.7% | -11.8% |
| 5Y | +72.4% | +66.1% | +6.2% | +3.0% |
| All | +211.0% | +169.8% | +41.2% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling