+235.9%
DIA vs VUG
+390.7%
-154.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | +0.9% | -1.2% | +2.1% | +1.7% |
| 30D | +1.1% | -8.9% | +10.0% | +7.4% |
| 3M | -2.9% | -5.9% | +3.0% | +0.9% |
| 6M | +5.9% | -3.3% | +9.2% | +7.7% |
| YTD | +9.8% | +3.4% | +6.4% | +6.4% |
| 1Y | +11.7% | +1.9% | +9.8% | +9.3% |
| 3Y | +59.5% | +76.9% | -17.4% | +3.8% |
| 5Y | +57.5% | +63.9% | -6.3% | +6.8% |
| 10Y | +235.9% | +396.2% | -160.3% | -8.8% |
| All | +235.9% | +390.7% | -154.7% | -8.8% |
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