+235.7%
DIA vs VMC
+125.2%
+110.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.1% | -1.3% | +3.4% | +2.6% |
| 30D | +1.5% | +15.5% | -14.0% | -3.3% |
| 3M | -2.4% | +0.6% | -3.0% | -2.8% |
| 6M | +6.0% | +2.1% | +3.9% | +4.5% |
| YTD | +10.1% | -1.6% | +11.6% | +9.2% |
| 1Y | +11.8% | -1.2% | +13.0% | +10.8% |
| 3Y | +59.7% | +35.3% | +24.4% | +40.2% |
| 5Y | +57.9% | +43.6% | +14.3% | +33.6% |
| All | +235.7% | +125.2% | +110.5% | +130.1% |
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