+251.0%
DIA vs VUG
+410.7%
-159.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -2.7% | -1.7% | -1.0% | -1.6% |
| 3M | +3.3% | +2.8% | +0.5% | +1.1% |
| 6M | +10.4% | +13.6% | -3.2% | +0.7% |
| YTD | +10.0% | +8.1% | +1.9% | +3.7% |
| 1Y | +16.2% | +13.1% | +3.1% | +6.0% |
| 3Y | +58.7% | +87.0% | -28.2% | -0.5% |
| 5Y | +63.6% | +76.0% | -12.4% | +5.3% |
| 10Y | +251.0% | +420.5% | -169.4% | -11.1% |
| All | +251.0% | +410.7% | -159.6% | -11.1% |
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