+4,283.3%
DTST vs VT
+215.5%
+4,067.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.2% | +8.9% | +8.7% |
| 7D | -11.7% | -2.3% | -9.4% | -7.1% |
| 30D | -19.1% | -5.0% | -14.1% | -10.0% |
| 3M | -20.8% | -4.9% | -15.9% | -12.0% |
| 6M | -37.5% | -1.5% | -36.0% | -36.0% |
| YTD | -48.6% | +8.5% | -57.1% | -57.8% |
| 1Y | -36.0% | +11.4% | -47.4% | -50.4% |
| 3Y | -6.7% | +70.1% | -76.8% | -71.5% |
| 5Y | -38.3% | +53.7% | -92.0% | -78.5% |
| All | +4,283.3% | +215.5% | +4,067.8% | +8,361.1% |
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