+142.6%
DBEM vs VT
+224.5%
-81.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.6% |
| 30D | +2.7% | +1.0% | +1.7% | +1.9% |
| 3M | -3.1% | +2.4% | -5.5% | -4.6% |
| 6M | +15.0% | +12.0% | +3.0% | +5.6% |
| YTD | +26.1% | +15.3% | +10.8% | +13.4% |
| 1Y | +40.7% | +22.6% | +18.2% | +20.7% |
| 3Y | +86.7% | +74.7% | +12.0% | +21.4% |
| 5Y | +58.0% | +66.1% | -8.2% | +6.2% |
| All | +142.6% | +224.5% | -81.8% | -7.1% |
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