-56.6%
DEI vs VT
+66.2%
-122.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | -1.8% | +1.0% | -2.9% | -3.0% |
| 30D | -4.2% | -0.2% | -4.0% | -3.9% |
| 3M | -7.2% | +4.5% | -11.7% | -12.3% |
| 6M | +15.2% | +14.1% | +1.1% | -2.5% |
| YTD | +5.7% | +14.8% | -9.0% | -11.3% |
| 1Y | -27.7% | +21.2% | -48.9% | -43.5% |
| 3Y | -3.5% | +76.6% | -80.1% | -51.9% |
| 5Y | -56.6% | +66.6% | -123.2% | -77.1% |
| All | -56.6% | +66.2% | -122.8% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling