+240.2%
DIA vs VCIT
+28.8%
+211.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +0.3% | +1.9% | -1.7% | -1.1% |
| 3M | -4.5% | -1.4% | -3.1% | -3.5% |
| 6M | +3.4% | -2.1% | +5.5% | +5.0% |
| YTD | +7.8% | -1.6% | +9.4% | +9.1% |
| 1Y | +10.7% | -0.9% | +11.7% | +11.6% |
| 3Y | +57.5% | +20.0% | +37.6% | +39.7% |
| 5Y | +53.7% | +3.1% | +50.6% | +48.9% |
| All | +240.2% | +28.8% | +211.4% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling