+1,129.1%
DIA vs VFC
+164.9%
+964.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | -1.5% | -11.6% | +10.1% | +1.7% |
| 3M | +3.8% | -18.1% | +21.9% | +8.4% |
| 6M | +10.3% | -27.4% | +37.6% | +18.3% |
| YTD | +12.1% | -24.8% | +36.9% | +18.6% |
| 1Y | +18.6% | -8.2% | +26.9% | +17.3% |
| 3Y | +60.6% | -29.1% | +89.7% | +49.2% |
| 5Y | +64.4% | -79.2% | +143.6% | +122.2% |
| 10Y | +250.1% | -68.1% | +318.2% | +283.4% |
| All | +1,129.1% | +164.9% | +964.2% | +483.3% |
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