+336.6%
DUSL vs VT
+195.7%
+140.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -3.6% | +0.4% | -4.1% | -4.8% |
| 30D | -17.8% | +1.0% | -18.8% | -20.1% |
| 3M | -5.9% | +2.4% | -8.3% | -11.6% |
| 6M | -10.2% | +12.0% | -22.2% | -34.4% |
| YTD | +27.4% | +15.3% | +12.0% | -14.3% |
| 1Y | +34.0% | +22.6% | +11.4% | -24.3% |
| 3Y | +163.1% | +74.7% | +88.5% | -42.4% |
| 5Y | +128.4% | +66.1% | +62.2% | -32.4% |
| All | +336.6% | +195.7% | +140.9% | -55.1% |
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 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