+185.6%
DSU vs VT
+346.0%
-160.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +1.0% | -2.3% | +3.4% | +2.4% |
| 30D | -0.4% | -5.0% | +4.5% | +2.5% |
| 3M | -4.5% | -4.9% | +0.3% | -1.8% |
| 6M | -6.3% | -1.5% | -4.8% | -5.8% |
| YTD | -4.8% | +8.5% | -13.3% | -9.9% |
| 1Y | -4.3% | +11.4% | -15.7% | -10.8% |
| 3Y | +21.7% | +70.1% | -48.4% | -13.2% |
| 5Y | +25.5% | +53.7% | -28.2% | -6.1% |
| 10Y | +99.8% | +220.0% | -120.2% | -8.2% |
| All | +185.6% | +346.0% | -160.4% | +2.0% |
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