+721.3%
DIA vs VUG
+1,203.7%
-482.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.8% |
| 7D | -1.6% | -1.1% | -0.6% | -0.9% |
| 30D | +1.3% | -7.0% | +8.3% | +7.0% |
| 3M | -2.1% | -3.7% | +1.6% | +0.5% |
| 6M | +6.2% | -1.6% | +7.9% | +6.8% |
| YTD | +10.3% | +5.1% | +5.2% | +4.9% |
| 1Y | +11.0% | +3.8% | +7.2% | +6.6% |
| 3Y | +60.4% | +79.9% | -19.5% | -3.9% |
| 5Y | +59.1% | +66.4% | -7.3% | -1.7% |
| 10Y | +237.1% | +405.3% | -168.2% | -25.4% |
| All | +721.3% | +1,203.7% | -482.4% | -26.2% |
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