+126.5%
DIEM vs VT
+228.7%
-102.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.4% | -1.6% | -0.8% | -1.0% |
| 30D | -8.4% | -2.5% | -5.9% | -6.3% |
| 3M | -3.5% | -1.3% | -2.2% | -2.3% |
| 6M | +1.6% | +3.1% | -1.5% | -0.3% |
| YTD | +20.2% | +10.9% | +9.3% | +11.3% |
| 1Y | +21.6% | +12.1% | +9.5% | +11.6% |
| 3Y | +89.9% | +73.9% | +16.0% | +21.7% |
| 5Y | +63.4% | +58.0% | +5.4% | +12.6% |
| 10Y | +116.2% | +225.5% | -109.3% | -11.6% |
| All | +126.5% | +228.7% | -102.2% | -6.5% |
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