-100.0%
DUST price history and return analytics
+222.7%
-322.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.5% | +7.0% |
| 7D | +7.5% | +2.9% | +4.7% | +12.3% |
| 30D | +5.0% | -2.5% | +7.5% | +2.8% |
| 3M | +4.4% | -3.3% | +7.8% | +2.2% |
| 6M | +0.1% | +1.5% | -1.4% | +8.2% |
| YTD | -41.8% | +11.4% | -53.1% | -26.1% |
| 1Y | -53.2% | +11.9% | -65.1% | -39.7% |
| 3Y | -96.6% | +73.9% | -170.5% | -92.2% |
| 5Y | -97.1% | +57.9% | -155.0% | -93.0% |
| All | -100.0% | +222.7% | -322.7% | -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