+65.7%
DSTX vs VT
+91.9%
-26.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.4% |
| 7D | +2.6% | +0.4% | +2.3% | +2.1% |
| 30D | +5.9% | -2.6% | +8.5% | +8.2% |
| 3M | +0.7% | -3.2% | +4.0% | +3.6% |
| 6M | +7.2% | +0.9% | +6.2% | +5.8% |
| YTD | +16.7% | +11.3% | +5.4% | +5.5% |
| 1Y | +22.9% | +14.0% | +8.9% | +8.6% |
| 3Y | +81.8% | +75.8% | +6.0% | +7.2% |
| 5Y | +58.5% | +57.8% | +0.7% | +2.0% |
| All | +65.7% | +91.9% | -26.1% | -9.7% |
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 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