+237.1%
DIA vs VSH
+141.4%
+95.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | -1.5% |
| 7D | -1.6% | +12.8% | -14.4% | -4.9% |
| 30D | +1.3% | -9.0% | +10.3% | +2.3% |
| 3M | -2.1% | -12.2% | +10.1% | -1.0% |
| 6M | +6.2% | -15.9% | +22.2% | +3.3% |
| YTD | +10.3% | +103.2% | -92.9% | -18.4% |
| 1Y | +11.0% | +108.4% | -97.4% | -18.7% |
| 3Y | +60.4% | +41.6% | +18.8% | +24.8% |
| 5Y | +59.1% | +54.6% | +4.5% | +16.2% |
| 10Y | +237.1% | +138.2% | +98.9% | +104.5% |
| All | +237.1% | +141.4% | +95.6% | +104.5% |
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