+235.7%
DIA vs VUG
+398.3%
-162.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | +2.1% | +2.5% | -0.4% | +0.4% |
| 30D | +1.5% | -6.3% | +7.8% | +5.8% |
| 3M | -2.4% | -6.0% | +3.6% | +1.5% |
| 6M | +6.0% | -3.5% | +9.5% | +8.0% |
| YTD | +10.1% | +3.9% | +6.2% | +6.3% |
| 1Y | +11.8% | +5.1% | +6.7% | +7.1% |
| 3Y | +59.7% | +77.9% | -18.2% | +3.5% |
| 5Y | +57.9% | +62.4% | -4.5% | +7.9% |
| All | +235.7% | +398.3% | -162.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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