-66.6%
DCH vs VT
+223.7%
-290.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -3.4% |
| 7D | -0.9% | +0.4% | -1.2% | -1.4% |
| 30D | -18.9% | -2.6% | -16.3% | -14.1% |
| 3M | -27.6% | -3.2% | -24.3% | -22.0% |
| 6M | -30.7% | +0.9% | -31.7% | -30.5% |
| YTD | -28.2% | +11.3% | -39.5% | -39.7% |
| 1Y | -29.8% | +14.0% | -43.8% | -43.6% |
| 3Y | -29.9% | +75.8% | -105.7% | -75.6% |
| 5Y | -52.4% | +57.8% | -110.3% | -78.5% |
| 10Y | -66.6% | +219.8% | -286.4% | -95.5% |
| All | -66.6% | +223.7% | -290.3% | -95.5% |
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