+140.2%
DIOD vs VT
+345.0%
-204.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.1% | -9.9% | -8.3% |
| 7D | -22.2% | -4.2% | -18.0% | -16.9% |
| 30D | -36.6% | -5.8% | -30.8% | -30.4% |
| 3M | -20.1% | -5.2% | -14.9% | -13.0% |
| 6M | -39.2% | +0.1% | -39.4% | -37.4% |
| YTD | +38.5% | +8.2% | +30.3% | +29.5% |
| 1Y | +30.5% | +10.1% | +20.4% | +19.4% |
| 3Y | -2.9% | +69.7% | -72.5% | -47.4% |
| 5Y | -36.4% | +53.4% | -89.8% | -59.0% |
| 10Y | +237.7% | +219.2% | +18.5% | -6.0% |
| All | +140.2% | +345.0% | -204.8% | -55.1% |
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