+719.6%
DIA vs VUG
+1,192.0%
-472.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | 0.0% |
| 7D | +0.8% | +0.5% | +0.3% | +0.3% |
| 30D | +1.4% | -8.2% | +9.6% | +8.2% |
| 3M | -2.7% | -5.4% | +2.7% | +1.3% |
| 6M | +6.2% | -2.5% | +8.8% | +7.6% |
| YTD | +10.1% | +4.2% | +5.9% | +5.5% |
| 1Y | +13.0% | +5.0% | +8.0% | +7.4% |
| 3Y | +61.9% | +81.7% | -19.9% | -3.9% |
| 5Y | +57.1% | +62.5% | -5.4% | -1.0% |
| 10Y | +240.9% | +396.3% | -155.4% | -23.4% |
| All | +719.6% | +1,192.0% | -472.4% | -25.8% |
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 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