+82.3%
DT vs VSH
+81.9%
+0.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -7.5% | -1.6% | -5.9% | -7.5% |
| 30D | -31.5% | -21.3% | -10.2% | -28.0% |
| 3M | -14.0% | -18.9% | +4.9% | -11.3% |
| 6M | +6.9% | -21.4% | +28.3% | +2.8% |
| YTD | +0.3% | +86.8% | -86.5% | -32.7% |
| 1Y | -6.9% | +85.8% | -92.7% | -37.7% |
| 3Y | -13.9% | +30.1% | -44.0% | -38.4% |
| 5Y | -39.9% | +42.8% | -82.7% | -59.8% |
| All | +82.3% | +81.9% | +0.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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