-41.4%
DTST vs VT
+53.4%
-94.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.2% | +8.9% | +8.9% |
| 7D | -11.7% | -2.3% | -9.4% | -9.5% |
| 30D | -19.1% | -5.0% | -14.1% | -15.0% |
| 3M | -20.8% | -4.9% | -15.9% | -16.7% |
| 6M | -37.5% | -1.5% | -36.0% | -36.4% |
| YTD | -48.6% | +8.5% | -57.1% | -52.2% |
| 1Y | -36.0% | +11.4% | -47.4% | -42.0% |
| 3Y | -6.7% | +70.1% | -76.8% | -38.1% |
| All | -41.4% | +53.4% | -94.8% | -64.7% |
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