+105.4%
DBEM vs VT
+354.0%
-248.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.4% |
| 7D | -2.6% | -0.3% | -2.3% | -2.3% |
| 30D | -9.4% | -1.4% | -8.0% | -8.4% |
| 3M | -7.2% | -1.4% | -5.8% | -6.1% |
| 6M | -4.0% | +5.5% | -9.5% | -7.3% |
| YTD | +14.7% | +12.8% | +1.9% | +5.7% |
| 1Y | +16.1% | +15.4% | +0.7% | +5.2% |
| 3Y | +73.9% | +76.9% | -3.0% | +15.1% |
| 5Y | +48.2% | +60.4% | -12.2% | +4.7% |
| 10Y | +133.4% | +232.8% | -99.4% | -1.4% |
| All | +105.4% | +354.0% | -248.6% | -25.7% |
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 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