+179.2%
DIOD vs VT
+363.9%
-184.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -8.0% |
| 7D | -11.0% | -0.3% | -10.7% | -10.7% |
| 30D | -23.2% | -1.4% | -21.8% | -21.4% |
| 3M | -10.0% | -1.4% | -8.6% | -7.7% |
| 6M | -26.9% | +5.5% | -32.4% | -30.3% |
| YTD | +61.0% | +12.8% | +48.2% | +41.3% |
| 1Y | +56.2% | +15.4% | +40.7% | +33.1% |
| 3Y | +12.9% | +76.9% | -64.0% | -42.7% |
| 5Y | -24.4% | +60.4% | -84.8% | -54.3% |
| 10Y | +292.6% | +232.8% | +59.8% | +2.6% |
| All | +179.2% | +363.9% | -184.7% | -51.0% |
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 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