+21.6%
DIAL vs VT
+153.5%
-131.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | +1.8% | -5.0% | +6.8% | +2.6% |
| 3M | -1.5% | -4.9% | +3.3% | -0.8% |
| 6M | -1.9% | -1.5% | -0.4% | -1.8% |
| YTD | -0.8% | +8.5% | -9.3% | -2.2% |
| 1Y | 0.0% | +11.4% | -11.4% | -1.7% |
| 3Y | +19.5% | +70.1% | -50.6% | +9.9% |
| 5Y | +0.9% | +53.7% | -52.8% | -7.0% |
| All | +21.6% | +153.5% | -131.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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