+246.2%
DIA vs VXUS
+145.9%
+100.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.8% |
| 7D | +0.1% | +1.6% | -1.5% | -1.3% |
| 30D | -2.1% | +1.0% | -3.1% | -2.9% |
| 3M | +4.2% | +5.7% | -1.5% | -0.9% |
| 6M | +11.9% | +13.6% | -1.7% | -0.5% |
| YTD | +10.8% | +17.4% | -6.6% | -4.5% |
| 1Y | +17.5% | +25.1% | -7.6% | -4.3% |
| 3Y | +59.9% | +75.8% | -15.9% | -5.0% |
| 5Y | +64.1% | +55.4% | +8.8% | +8.9% |
| 10Y | +246.2% | +146.4% | +99.8% | +53.8% |
| All | +246.2% | +145.9% | +100.3% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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