+150.1%
DIEM vs VT
+241.8%
-91.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.8% | +0.4% | +2.4% | +2.4% |
| 30D | +4.8% | +1.0% | +3.8% | +3.9% |
| 3M | +1.1% | +2.4% | -1.3% | -0.6% |
| 6M | +21.2% | +12.0% | +9.2% | +11.0% |
| YTD | +32.8% | +15.3% | +17.4% | +18.8% |
| 1Y | +46.9% | +22.6% | +24.3% | +25.1% |
| 3Y | +107.7% | +74.7% | +33.1% | +32.2% |
| 5Y | +76.6% | +66.1% | +10.5% | +16.4% |
| 10Y | +133.5% | +225.0% | -91.5% | -6.4% |
| All | +150.1% | +241.8% | -91.6% | -0.2% |
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