+235.7%
DIA vs VFC
-48.6%
+284.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.5% |
| 7D | +2.1% | +1.6% | +0.5% | +1.8% |
| 30D | +1.5% | +25.5% | -24.0% | -3.3% |
| 3M | -2.4% | +41.3% | -43.7% | -9.5% |
| 6M | +6.0% | +22.2% | -16.3% | +0.5% |
| YTD | +10.1% | +16.4% | -6.3% | +4.8% |
| 1Y | +11.8% | +38.4% | -26.6% | +2.3% |
| 3Y | +59.7% | +56.2% | +3.5% | +26.5% |
| 5Y | +57.9% | -68.2% | +126.0% | +105.3% |
| All | +235.7% | -48.6% | +284.3% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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