+63.8%
DIA vs VCLT
-17.3%
+81.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.2% |
| 7D | -3.0% | -1.3% | -1.7% | -2.5% |
| 30D | -3.0% | -1.1% | -1.9% | -2.6% |
| 3M | +4.5% | -3.7% | +8.2% | +6.1% |
| 6M | +9.8% | -4.0% | +13.8% | +11.6% |
| YTD | +9.3% | -3.4% | +12.7% | +10.8% |
| 1Y | +16.0% | -4.1% | +20.1% | +18.0% |
| 3Y | +57.7% | +11.0% | +46.8% | +51.7% |
| 5Y | +63.8% | -17.0% | +80.8% | +61.7% |
| All | +63.8% | -17.3% | +81.1% | +61.7% |
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