-100.0%
DUST price history and return analytics
+221.8%
-321.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.2% |
| 7D | +12.8% | +2.4% | +10.5% | +17.0% |
| 30D | -2.9% | -1.5% | -1.4% | -3.7% |
| 3M | -0.7% | -4.1% | +3.4% | -3.9% |
| 6M | -1.3% | +0.6% | -1.8% | +5.4% |
| YTD | -41.4% | +11.0% | -52.4% | -25.9% |
| 1Y | -55.4% | +13.3% | -68.7% | -41.8% |
| 3Y | -96.7% | +73.4% | -170.0% | -92.3% |
| 5Y | -97.1% | +57.4% | -154.5% | -93.0% |
| All | -100.0% | +221.8% | -321.7% | -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