+179.7%
DSU vs VT
+345.0%
-165.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +1.2% |
| 7D | -1.3% | -4.2% | +2.9% | +1.2% |
| 30D | -2.9% | -5.8% | +2.9% | +0.5% |
| 3M | -6.2% | -5.2% | -1.0% | -3.3% |
| 6M | -7.7% | +0.1% | -7.8% | -8.2% |
| YTD | -6.8% | +8.2% | -15.0% | -11.6% |
| 1Y | -6.4% | +10.1% | -16.5% | -12.1% |
| 3Y | +18.5% | +69.7% | -51.2% | -15.3% |
| 5Y | +22.9% | +53.4% | -30.4% | -7.9% |
| 10Y | +95.7% | +219.2% | -123.5% | -10.0% |
| All | +179.7% | +345.0% | -165.3% | 0.0% |
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