-100.0%
DUST vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -3.8% |
| 7D | -24.6% | -2.3% | -22.2% | -26.8% |
| 30D | -10.4% | -5.0% | -5.4% | -15.7% |
| 3M | -21.8% | -4.9% | -16.9% | -25.4% |
| 6M | -19.9% | -1.5% | -18.3% | -17.2% |
| YTD | -48.0% | +8.5% | -56.5% | -36.6% |
| 1Y | -66.9% | +11.4% | -78.3% | -57.9% |
| 3Y | -96.6% | +70.1% | -166.6% | -92.3% |
| 5Y | -97.7% | +53.7% | -151.5% | -94.7% |
| All | -100.0% | +215.5% | -315.5% | -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