+66.0%
DIA vs VFC
-77.9%
+143.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | -0.2% | -1.6% | +1.4% | 0.0% |
| 30D | -1.5% | -11.6% | +10.1% | +0.1% |
| 3M | +3.8% | -18.1% | +21.9% | +6.2% |
| 6M | +10.3% | -27.4% | +37.6% | +14.4% |
| YTD | +12.1% | -24.8% | +36.9% | +15.6% |
| 1Y | +18.6% | -8.2% | +26.9% | +18.3% |
| 3Y | +60.6% | -29.1% | +89.7% | +57.8% |
| All | +66.0% | -77.9% | +143.9% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling