+21.0%
DIA vs VG
-50.2%
+71.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +2.1% |
| 7D | +0.8% | -8.3% | +9.1% | +0.9% |
| 30D | +1.4% | -10.3% | +11.8% | +1.5% |
| 3M | -2.7% | -10.8% | +8.1% | -2.6% |
| 6M | +6.2% | +3.5% | +2.7% | +5.6% |
| YTD | +10.1% | +74.0% | -63.8% | +4.7% |
| 1Y | +13.0% | +48.9% | -35.9% | +8.3% |
| All | +21.0% | -50.2% | +71.2% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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