+458.0%
DTST vs VT
+349.2%
+108.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -7.8% |
| 7D | -6.7% | -0.3% | -6.4% | -6.4% |
| 30D | -17.7% | -1.4% | -16.3% | -15.9% |
| 3M | -10.3% | -1.4% | -8.9% | -8.4% |
| 6M | -30.1% | +5.5% | -35.5% | -36.3% |
| YTD | -45.5% | +12.8% | -58.3% | -56.1% |
| 1Y | -32.4% | +15.4% | -47.9% | -47.7% |
| 3Y | -2.4% | +76.9% | -79.3% | -62.6% |
| 5Y | -33.3% | +60.4% | -93.7% | -71.4% |
| 10Y | +4,550.0% | +232.8% | +4,317.2% | +1,365.8% |
| All | +458.0% | +349.2% | +108.8% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling