+1,107.4%
DIA vs VFC
+314.1%
+793.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.5% |
| 7D | +0.8% | +7.7% | -6.9% | -1.2% |
| 30D | +1.4% | +39.2% | -37.8% | -7.4% |
| 3M | -2.7% | +40.3% | -43.0% | -11.5% |
| 6M | +6.2% | +11.4% | -5.2% | +1.6% |
| YTD | +10.1% | +17.5% | -7.4% | +3.0% |
| 1Y | +13.0% | +45.9% | -32.9% | -0.9% |
| 3Y | +61.9% | +47.3% | +14.5% | +23.4% |
| 5Y | +57.1% | -67.2% | +124.3% | +87.7% |
| 10Y | +240.9% | -46.1% | +287.0% | +221.5% |
| All | +1,107.4% | +314.1% | +793.3% | +406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling