+57.7%
DIA vs VCLT
-17.0%
+74.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | +1.6% | -1.9% | +3.5% | +2.4% |
| 30D | +1.2% | +1.4% | -0.2% | +0.6% |
| 3M | -2.4% | -1.8% | -0.6% | -1.7% |
| 6M | +5.7% | -3.9% | +9.6% | +7.4% |
| YTD | +9.9% | -3.9% | +13.8% | +11.8% |
| 1Y | +9.8% | -4.7% | +14.5% | +12.0% |
| 3Y | +59.8% | +14.1% | +45.7% | +52.2% |
| 5Y | +57.7% | -16.6% | +74.3% | +52.2% |
| All | +57.7% | -17.0% | +74.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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