+376.8%
V vs DIA
+246.5%
+130.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.5% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | +1.9% | -2.1% | +3.9% | +4.1% |
| 3M | +15.5% | +4.2% | +11.4% | +10.5% |
| 6M | +16.6% | +11.9% | +4.7% | +3.0% |
| YTD | +5.7% | +10.8% | -5.1% | -5.7% |
| 1Y | +8.6% | +17.5% | -9.0% | -9.1% |
| 3Y | +52.5% | +59.9% | -7.4% | -8.7% |
| 5Y | +67.1% | +64.1% | +3.0% | -2.1% |
| 10Y | +376.8% | +246.2% | +130.6% | +29.7% |
| All | +376.8% | +246.5% | +130.3% | +29.7% |
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