+492.0%
DTST vs VT
+359.2%
+132.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.3% | +0.4% | -3.7% | -4.0% |
| 30D | -6.3% | +1.0% | -7.3% | -7.8% |
| 3M | -16.1% | +2.4% | -18.5% | -19.8% |
| 6M | -26.0% | +12.0% | -38.0% | -39.2% |
| YTD | -42.2% | +15.3% | -57.5% | -55.0% |
| 1Y | -34.5% | +22.6% | -57.1% | -54.0% |
| 3Y | -11.6% | +74.7% | -86.3% | -65.3% |
| 5Y | -45.7% | +66.1% | -111.8% | -78.1% |
| 10Y | +14,700.0% | +225.0% | +14,475.0% | +4,451.8% |
| All | +492.0% | +359.2% | +132.8% | -57.8% |
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