+144.5%
DEM price history and return analytics
+345.0%
-200.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.2% |
| 7D | -1.4% | -4.2% | +2.8% | +2.5% |
| 30D | -6.2% | -5.8% | -0.4% | -0.9% |
| 3M | -2.5% | -5.2% | +2.7% | +2.4% |
| 6M | +0.6% | +0.1% | +0.4% | +0.3% |
| YTD | +15.6% | +8.2% | +7.3% | +7.2% |
| 1Y | +17.7% | +10.1% | +7.6% | +7.3% |
| 3Y | +57.9% | +69.7% | -11.8% | -5.3% |
| 5Y | +62.8% | +53.4% | +9.4% | +5.8% |
| 10Y | +138.3% | +219.2% | -80.9% | -25.5% |
| All | +144.5% | +345.0% | -200.5% | -41.8% |
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