+734.3%
DIA vs VUG
+1,251.8%
-517.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | -1.5% | -0.3% | -1.2% | -1.3% |
| 3M | +3.8% | -0.7% | +4.4% | +3.9% |
| 6M | +10.3% | +14.6% | -4.4% | -1.7% |
| YTD | +12.1% | +9.0% | +3.1% | +3.9% |
| 1Y | +18.6% | +14.9% | +3.8% | +5.2% |
| 3Y | +60.6% | +86.0% | -25.4% | -6.2% |
| 5Y | +64.4% | +76.7% | -12.3% | -3.2% |
| 10Y | +250.1% | +411.3% | -161.2% | -22.8% |
| All | +734.3% | +1,251.8% | -517.5% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling