+240.9%
DIA vs VST
+1,219.3%
-978.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.3% | -5.1% | +1.0% |
| 7D | +0.8% | -0.5% | +1.3% | +0.4% |
| 30D | +1.4% | -17.1% | +18.5% | +4.0% |
| 3M | -2.7% | -4.6% | +1.9% | -2.8% |
| 6M | +6.2% | -9.1% | +15.3% | +6.3% |
| YTD | +10.1% | -16.6% | +26.7% | +10.9% |
| 1Y | +13.0% | -29.5% | +42.5% | +17.0% |
| 3Y | +61.9% | +297.5% | -235.7% | +0.9% |
| 5Y | +57.1% | +654.5% | -597.5% | -19.9% |
| 10Y | +240.9% | +1,205.2% | -964.4% | +57.8% |
| All | +240.9% | +1,219.3% | -978.4% | +57.8% |
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