+63.1%
DSTX vs VT
+92.0%
-28.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.3% |
| 7D | -0.3% | +2.9% | -3.2% | -2.8% |
| 30D | +3.1% | -2.5% | +5.6% | +5.3% |
| 3M | -0.3% | -3.3% | +3.1% | +2.6% |
| 6M | +6.0% | +1.5% | +4.5% | +4.2% |
| YTD | +14.9% | +11.4% | +3.5% | +3.7% |
| 1Y | +17.5% | +11.9% | +5.5% | +5.6% |
| 3Y | +77.7% | +73.9% | +3.8% | +5.9% |
| 5Y | +55.2% | +57.9% | -2.7% | -0.1% |
| All | +63.1% | +92.0% | -28.9% | -11.2% |
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