-100.0%
DUST vs VT
+224.4%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +4.5% |
| 7D | -3.1% | -0.7% | -2.4% | -3.9% |
| 30D | +0.2% | -1.7% | +2.0% | -0.9% |
| 3M | -4.8% | -2.3% | -2.4% | -5.5% |
| 6M | -6.5% | +1.5% | -8.0% | +1.0% |
| YTD | -46.0% | +12.0% | -58.1% | -30.9% |
| 1Y | -59.5% | +12.9% | -72.4% | -47.3% |
| 3Y | -96.9% | +74.9% | -171.8% | -92.7% |
| 5Y | -97.3% | +59.9% | -157.3% | -93.5% |
| 10Y | -100.0% | +224.6% | -324.6% | -99.7% |
| All | -100.0% | +224.4% | -324.3% | -99.7% |
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