+235.3%
DIA vs VST
+1,153.0%
-917.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.6% | +19.2% | -17.6% | -1.4% |
| 30D | +1.2% | -17.2% | +18.4% | +3.9% |
| 3M | -2.4% | -8.1% | +5.7% | -1.9% |
| 6M | +5.7% | -8.1% | +13.8% | +5.6% |
| YTD | +9.9% | -16.3% | +26.2% | +10.6% |
| 1Y | +9.8% | -24.1% | +33.9% | +12.2% |
| 3Y | +59.8% | +300.2% | -240.4% | -0.6% |
| 5Y | +57.7% | +645.9% | -588.2% | -19.4% |
| All | +235.3% | +1,153.0% | -917.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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