+1,107.0%
DIA vs VMC
+1,183.0%
-76.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.1% | -1.3% | +3.4% | +2.5% |
| 30D | +1.5% | +15.5% | -14.0% | -3.2% |
| 3M | -2.4% | +0.6% | -3.0% | -2.8% |
| 6M | +6.0% | +2.1% | +3.9% | +4.6% |
| YTD | +10.1% | -1.6% | +11.6% | +9.4% |
| 1Y | +11.8% | -1.2% | +13.0% | +10.9% |
| 3Y | +59.7% | +35.3% | +24.4% | +41.6% |
| 5Y | +57.9% | +43.6% | +14.3% | +35.6% |
| 10Y | +236.2% | +126.7% | +109.5% | +135.9% |
| All | +1,107.0% | +1,183.0% | -76.0% | +275.7% |
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 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