+0.8%
DIAL vs VT
+59.7%
-58.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +2.3% | -1.4% | +3.7% | +2.6% |
| 3M | -1.8% | -1.4% | -0.4% | -1.5% |
| 6M | -1.3% | +5.5% | -6.7% | -2.6% |
| YTD | -0.9% | +12.8% | -13.8% | -3.9% |
| 1Y | 0.0% | +15.4% | -15.5% | -3.6% |
| 3Y | +18.6% | +76.9% | -58.2% | +1.8% |
| All | +0.8% | +59.7% | -58.9% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling