-43.4%
DTST vs VT
+53.2%
-96.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.5% | -9.9% |
| 7D | -21.5% | -4.2% | -17.3% | -18.1% |
| 30D | -29.7% | -5.8% | -23.9% | -25.6% |
| 3M | -23.7% | -5.2% | -18.5% | -19.6% |
| 6M | -40.2% | +0.1% | -40.3% | -40.0% |
| YTD | -52.9% | +8.2% | -61.2% | -56.2% |
| 1Y | -42.6% | +10.1% | -52.7% | -47.5% |
| 3Y | -15.7% | +69.7% | -85.4% | -44.0% |
| 5Y | -43.4% | +53.4% | -96.8% | -66.5% |
| All | -43.4% | +53.2% | -96.6% | -66.5% |
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