-29.7%
DIN vs VT
+223.7%
-253.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | -0.4% |
| 7D | +2.0% | +0.4% | +1.6% | +1.2% |
| 30D | +26.8% | -2.6% | +29.4% | +31.9% |
| 3M | +5.0% | -3.2% | +8.3% | +10.1% |
| 6M | +32.8% | +0.9% | +31.9% | +28.3% |
| YTD | +18.1% | +11.3% | +6.8% | -4.2% |
| 1Y | +53.3% | +14.0% | +39.3% | +19.3% |
| 3Y | +0.9% | +75.8% | -75.0% | -63.4% |
| 5Y | -47.1% | +57.8% | -104.9% | -76.7% |
| 10Y | -29.7% | +219.8% | -249.5% | -86.3% |
| All | -29.7% | +223.7% | -253.4% | -86.3% |
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