+23.1%
DIA vs VG
-39.3%
+62.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.2% | +1.7% | -1.9% | -0.2% |
| 30D | -1.5% | +16.0% | -17.5% | -1.8% |
| 3M | +3.8% | +9.7% | -6.0% | +3.5% |
| 6M | +10.3% | +29.6% | -19.3% | +8.2% |
| YTD | +12.1% | +112.0% | -99.9% | +6.4% |
| 1Y | +18.6% | +12.8% | +5.8% | +16.7% |
| All | +23.1% | -39.3% | +62.5% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling