+251.0%
DIA vs VSH
+172.7%
+78.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.2% | +3.5% | -4.8% | -2.1% |
| 30D | -2.7% | -4.4% | +1.7% | -1.9% |
| 3M | +3.3% | -45.8% | +49.1% | +17.5% |
| 6M | +10.4% | +90.1% | -79.7% | -14.1% |
| YTD | +10.0% | +120.3% | -110.3% | -18.8% |
| 1Y | +16.2% | +112.2% | -96.1% | -14.0% |
| 3Y | +58.7% | +36.6% | +22.2% | +28.3% |
| 5Y | +63.6% | +67.0% | -3.5% | +19.3% |
| 10Y | +251.0% | +179.5% | +71.6% | +99.5% |
| All | +251.0% | +172.7% | +78.3% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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