+16.8%
DSX vs VT
+220.7%
-203.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.8% |
| 7D | -1.7% | -0.1% | -1.5% | -1.7% |
| 30D | -16.0% | -3.1% | -12.9% | -13.2% |
| 3M | 0.0% | -3.5% | +3.5% | +3.6% |
| 6M | -11.8% | +0.5% | -12.3% | -12.6% |
| YTD | +44.5% | +10.8% | +33.7% | +29.8% |
| 1Y | +32.5% | +11.9% | +20.6% | +17.9% |
| 3Y | -13.0% | +73.0% | -86.0% | -52.0% |
| 5Y | -16.3% | +58.6% | -74.9% | -49.2% |
| All | +16.8% | +220.7% | -203.9% | -71.2% |
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