+125.7%
DBEM vs VT
+364.1%
-238.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 6M | +15.0% | +12.0% | +3.0% | +6.2% |
| YTD | +26.1% | +15.3% | +10.8% | +14.1% |
| 1Y | +40.7% | +22.6% | +18.2% | +21.8% |
| 3Y | +86.7% | +74.7% | +12.0% | +24.6% |
| 5Y | +58.0% | +66.1% | -8.2% | +8.6% |
| 10Y | +145.4% | +225.0% | -79.6% | +5.0% |
| All | +125.7% | +364.1% | -238.3% | -19.7% |
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