+57.5%
DIA vs VST
+264.2%
-206.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.6% | -10.9% | -1.2% |
| 7D | -0.9% | -9.8% | +8.9% | -0.4% |
| 30D | +0.3% | -25.1% | +25.4% | +2.3% |
| 3M | -4.5% | -11.6% | +7.1% | -4.0% |
| 6M | +3.4% | -20.9% | +24.3% | +4.6% |
| YTD | +7.8% | -22.3% | +30.1% | +8.8% |
| 1Y | +10.7% | -32.0% | +42.8% | +12.9% |
| 3Y | +57.5% | +262.4% | -204.9% | +36.2% |
| All | +57.5% | +264.2% | -206.7% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling