+59.9%
DIA vs VMC
+22.8%
+37.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -2.1% | -9.1% | +7.0% | +0.6% |
| 3M | +4.2% | -4.1% | +8.3% | +5.0% |
| 6M | +11.9% | -5.5% | +17.4% | +13.0% |
| YTD | +10.8% | -8.9% | +19.7% | +12.4% |
| 1Y | +17.5% | -12.9% | +30.5% | +20.7% |
| 3Y | +59.9% | +22.1% | +37.8% | +46.6% |
| All | +59.9% | +22.8% | +37.1% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling