+493.3%
DIA vs VEA
+155.2%
+338.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.1% | +2.3% | -0.1% | +0.4% |
| 30D | +1.5% | +0.2% | +1.3% | +1.3% |
| 3M | -2.4% | -5.3% | +2.9% | +1.6% |
| 6M | +6.0% | -0.9% | +6.9% | +6.3% |
| YTD | +10.1% | +12.2% | -2.1% | 0.0% |
| 1Y | +11.8% | +16.1% | -4.3% | -1.0% |
| 3Y | +59.7% | +73.0% | -13.3% | +3.8% |
| 5Y | +57.9% | +53.7% | +4.2% | +11.4% |
| 10Y | +236.2% | +159.3% | +76.9% | +62.4% |
| All | +493.3% | +155.2% | +338.1% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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