+237.1%
DIA vs VMC
+129.3%
+107.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -1.6% | -4.3% | +2.7% | -0.2% |
| 30D | +1.3% | +16.2% | -14.9% | -3.7% |
| 3M | -2.1% | -0.8% | -1.2% | -2.0% |
| 6M | +6.2% | +1.2% | +5.1% | +5.1% |
| YTD | +10.3% | +0.5% | +9.9% | +8.8% |
| 1Y | +11.0% | -2.9% | +13.9% | +10.7% |
| 3Y | +60.4% | +37.3% | +23.0% | +40.1% |
| 5Y | +59.1% | +48.8% | +10.3% | +33.0% |
| 10Y | +237.1% | +131.4% | +105.6% | +129.3% |
| All | +237.1% | +129.3% | +107.8% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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