+1,129.1%
DIA vs VMC
+1,107.1%
+22.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | -0.2% | -4.3% | +4.1% | +1.2% |
| 30D | -1.5% | -8.2% | +6.7% | +1.1% |
| 3M | +3.8% | -7.0% | +10.8% | +5.8% |
| 6M | +10.3% | -10.8% | +21.0% | +13.6% |
| YTD | +12.1% | -7.4% | +19.5% | +13.7% |
| 1Y | +18.6% | -9.5% | +28.1% | +21.1% |
| 3Y | +60.6% | +20.5% | +40.2% | +47.8% |
| 5Y | +64.4% | +51.6% | +12.9% | +38.8% |
| 10Y | +250.1% | +150.0% | +100.1% | +137.9% |
| All | +1,129.1% | +1,107.1% | +22.0% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling