-98.3%
DTSS vs VT
+57.0%
-155.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.3% | -7.8% | -7.7% |
| 7D | -6.6% | +2.4% | -9.0% | -9.8% |
| 30D | -3.3% | -1.5% | -1.8% | -1.8% |
| 3M | -29.7% | -4.1% | -25.6% | -25.5% |
| 6M | -38.1% | +0.6% | -38.6% | -39.0% |
| YTD | -20.5% | +11.0% | -31.5% | -31.6% |
| 1Y | -69.6% | +13.3% | -82.9% | -74.4% |
| 3Y | -84.2% | +73.4% | -157.6% | -92.7% |
| All | -98.3% | +57.0% | -155.3% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling