+251.0%
DIA vs VO
+193.0%
+58.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | -1.2% | -0.6% | -0.6% | -0.7% |
| 30D | -2.7% | -1.9% | -0.8% | -1.1% |
| 3M | +3.3% | +3.3% | 0.0% | +0.5% |
| 6M | +10.4% | +9.7% | +0.7% | +2.0% |
| YTD | +10.0% | +12.6% | -2.6% | -0.7% |
| 1Y | +16.2% | +13.6% | +2.5% | +4.0% |
| 3Y | +58.7% | +56.8% | +1.9% | +7.3% |
| 5Y | +63.6% | +42.3% | +21.3% | +18.9% |
| 10Y | +251.0% | +199.2% | +51.9% | +32.0% |
| All | +251.0% | +193.0% | +58.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling