+63.6%
DIA vs VMC
+48.3%
+15.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | +0.4% |
| 7D | -1.2% | -5.3% | +4.1% | +0.6% |
| 30D | -2.7% | -12.3% | +9.6% | +1.7% |
| 3M | +3.3% | -10.3% | +13.5% | +6.7% |
| 6M | +10.4% | -8.6% | +19.0% | +13.0% |
| YTD | +10.0% | -11.9% | +21.9% | +13.3% |
| 1Y | +16.2% | -13.9% | +30.1% | +20.5% |
| 3Y | +58.7% | +18.2% | +40.6% | +43.1% |
| 5Y | +63.6% | +47.7% | +15.8% | +32.0% |
| All | +63.6% | +48.3% | +15.3% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling