+3,606.2%
DTST vs VT
+224.4%
+3,381.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.6% | -5.7% |
| 7D | +6.3% | -0.7% | +7.0% | +8.2% |
| 30D | -8.8% | -1.7% | -7.0% | -5.4% |
| 3M | -14.8% | -2.3% | -12.5% | -10.6% |
| 6M | -28.6% | +1.5% | -30.1% | -31.4% |
| YTD | -42.1% | +12.0% | -54.1% | -55.5% |
| 1Y | -29.2% | +12.9% | -42.1% | -46.6% |
| 3Y | -0.8% | +74.9% | -75.8% | -71.4% |
| 5Y | -29.7% | +59.9% | -89.7% | -77.7% |
| 10Y | +3,606.2% | +224.6% | +3,381.6% | +8,006.8% |
| All | +3,606.2% | +224.4% | +3,381.9% | +8,006.8% |
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