+618.8%
DIA vs VIG
+655.8%
-36.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.1% | +3.5% | -1.4% | -1.5% |
| 30D | +1.5% | +4.9% | -3.5% | -3.5% |
| 3M | -2.4% | +2.5% | -4.9% | -4.9% |
| 6M | +6.0% | +11.0% | -5.1% | -5.0% |
| YTD | +10.1% | +16.0% | -5.9% | -5.6% |
| 1Y | +11.8% | +17.5% | -5.7% | -5.5% |
| 3Y | +59.7% | +67.0% | -7.3% | -6.5% |
| 5Y | +57.9% | +64.8% | -6.9% | -6.6% |
| 10Y | +236.2% | +263.6% | -27.4% | -12.7% |
| All | +618.8% | +655.8% | -36.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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