+674.5%
DIA vs VWO
+324.1%
+350.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -2.7% | +0.9% | -3.6% | -3.2% |
| 3M | +3.3% | +4.3% | -1.0% | +0.8% |
| 6M | +10.4% | +10.5% | -0.1% | +4.2% |
| YTD | +10.0% | +13.4% | -3.4% | +2.3% |
| 1Y | +16.2% | +18.6% | -2.4% | +5.4% |
| 3Y | +58.7% | +65.8% | -7.1% | +19.2% |
| 5Y | +63.6% | +35.2% | +28.4% | +36.0% |
| 10Y | +251.0% | +116.6% | +134.4% | +125.2% |
| All | +674.5% | +324.1% | +350.3% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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