+16.0%
DIA vs VMC
-13.8%
+29.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -3.0% | -3.7% | +0.7% | -2.2% |
| 30D | -3.0% | -12.8% | +9.8% | 0.0% |
| 3M | +4.5% | -7.9% | +12.4% | +6.0% |
| 6M | +9.8% | -7.5% | +17.3% | +11.1% |
| YTD | +9.3% | -11.6% | +20.9% | +9.8% |
| 1Y | +16.0% | -14.3% | +30.2% | +17.7% |
| All | +16.0% | -13.8% | +29.7% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling