+65.7%
DEM vs VT
+60.6%
+5.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | -0.1% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | -4.8% | -1.4% | -3.3% | -3.8% |
| 3M | -1.3% | -1.4% | +0.1% | -0.3% |
| 6M | +4.5% | +5.5% | -1.0% | +0.6% |
| YTD | +17.5% | +12.8% | +4.7% | +8.0% |
| 1Y | +20.9% | +15.4% | +5.5% | +9.4% |
| 3Y | +60.6% | +76.9% | -16.3% | +8.0% |
| 5Y | +65.7% | +60.4% | +5.3% | +18.0% |
| All | +65.7% | +60.6% | +5.1% | +18.0% |
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