-98.2%
DUST vs VT
+66.2%
-164.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | -0.3% | +0.4% | -0.8% | +0.9% |
| 30D | -34.1% | +1.0% | -35.1% | -32.2% |
| 3M | -37.8% | +2.4% | -40.1% | -31.9% |
| 6M | -20.7% | +12.0% | -32.7% | +7.1% |
| YTD | -55.9% | +15.3% | -71.2% | -36.5% |
| 1Y | -78.6% | +22.6% | -101.2% | -65.4% |
| 3Y | -97.1% | +74.7% | -171.8% | -91.1% |
| All | -98.2% | +66.2% | -164.4% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling