+241.4%
DIA vs VST
+866.2%
-624.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.2% | +2.6% | -2.5% |
| 7D | -1.6% | -19.9% | +18.3% | +1.7% |
| 30D | 0.0% | -29.7% | +29.6% | +5.4% |
| 3M | -4.9% | -19.6% | +14.6% | -2.3% |
| 6M | +5.0% | -29.4% | +34.4% | +9.8% |
| YTD | +8.2% | -29.7% | +37.9% | +12.1% |
| 1Y | +10.3% | -40.0% | +50.3% | +17.3% |
| 3Y | +58.4% | +231.0% | -172.6% | +2.5% |
| 5Y | +54.3% | +500.1% | -445.7% | -17.0% |
| 10Y | +248.6% | +1,004.2% | -755.6% | +66.9% |
| All | +241.4% | +866.2% | -624.8% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling