-99.9%
DUST vs VT
+224.5%
-324.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | -0.3% | +0.4% | -0.8% | +0.5% |
| 30D | -34.1% | +1.0% | -35.1% | -32.7% |
| 3M | -37.8% | +2.4% | -40.1% | -33.5% |
| 6M | -20.7% | +12.0% | -32.7% | -0.6% |
| YTD | -55.9% | +15.3% | -71.2% | -41.9% |
| 1Y | -78.6% | +22.6% | -101.2% | -69.2% |
| 3Y | -97.1% | +74.7% | -171.8% | -93.2% |
| 5Y | -98.1% | +66.1% | -164.2% | -95.0% |
| All | -99.9% | +224.5% | -324.4% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling