-100.0%
DUST vs VT
+377.7%
-477.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.9% | +1.7% | -19.6% | -15.4% |
| 7D | -5.1% | -0.3% | -4.8% | -4.8% |
| 30D | +0.3% | -1.4% | +1.8% | -0.4% |
| 3M | -29.1% | -1.4% | -27.7% | -28.7% |
| 6M | -27.3% | +5.5% | -32.8% | -16.4% |
| YTD | -44.3% | +12.8% | -57.1% | -26.6% |
| 1Y | -67.1% | +15.4% | -82.6% | -54.9% |
| 3Y | -96.2% | +76.9% | -173.1% | -90.1% |
| 5Y | -97.7% | +60.4% | -158.1% | -93.9% |
| 10Y | -99.9% | +232.8% | -332.7% | -99.6% |
| All | -100.0% | +377.7% | -477.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling