-97.6%
DUST vs VT
+53.2%
-150.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -10.9% |
| 7D | -13.0% | -4.2% | -8.9% | -19.6% |
| 30D | -0.7% | -5.8% | +5.1% | -10.6% |
| 3M | -19.1% | -5.2% | -13.9% | -25.2% |
| 6M | -29.1% | +0.1% | -29.2% | -23.6% |
| YTD | -45.8% | +8.2% | -54.1% | -29.6% |
| 1Y | -65.8% | +10.1% | -75.9% | -53.6% |
| 3Y | -96.3% | +69.7% | -166.0% | -89.2% |
| 5Y | -97.6% | +53.4% | -151.0% | -91.6% |
| All | -97.6% | +53.2% | -150.8% | -91.6% |
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