-98.5%
DSY vs VT
+85.8%
-184.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -7.6% | -0.1% | -7.4% | -7.5% |
| 30D | -12.1% | -3.1% | -9.0% | -11.4% |
| 3M | -36.5% | -3.5% | -33.0% | -36.0% |
| 6M | +45.7% | +0.5% | +45.3% | +45.8% |
| YTD | -44.0% | +10.8% | -54.7% | -49.9% |
| 1Y | -73.5% | +11.9% | -85.4% | -76.5% |
| 3Y | -98.6% | +73.0% | -171.5% | -99.0% |
| All | -98.5% | +85.8% | -184.3% | -98.9% |
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