-36.4%
DIOD vs VT
+53.2%
-89.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.1% | -9.9% | -6.0% |
| 7D | -22.2% | -4.2% | -18.0% | -14.8% |
| 30D | -36.6% | -5.8% | -30.8% | -27.9% |
| 3M | -20.1% | -5.2% | -14.9% | -10.1% |
| 6M | -39.2% | +0.1% | -39.4% | -37.0% |
| YTD | +38.5% | +8.2% | +30.3% | +25.6% |
| 1Y | +30.5% | +10.1% | +20.4% | +14.8% |
| 3Y | -2.9% | +69.7% | -72.5% | -58.4% |
| 5Y | -36.4% | +53.4% | -89.8% | -65.4% |
| All | -36.4% | +53.2% | -89.6% | -65.4% |
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