+444.2%
V vs DIA
+248.4%
+195.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -2.4% |
| 7D | -0.8% | +0.8% | -1.6% | -1.6% |
| 30D | +9.5% | +1.4% | +8.1% | +7.8% |
| 3M | +16.7% | -2.7% | +19.4% | +19.9% |
| 6M | +32.9% | +6.2% | +26.7% | +24.3% |
| YTD | +21.1% | +10.1% | +11.0% | +8.6% |
| 1Y | +26.6% | +13.0% | +13.6% | +10.5% |
| 3Y | +78.4% | +61.9% | +16.5% | +5.3% |
| 5Y | +105.5% | +57.1% | +48.4% | +25.9% |
| 10Y | +444.2% | +240.9% | +203.4% | +54.2% |
| All | +444.2% | +248.4% | +195.8% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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