-66.9%
DCH vs VT
+217.6%
-284.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.3% |
| 7D | -1.8% | -0.1% | -1.6% | -1.3% |
| 30D | -21.5% | -3.1% | -18.5% | -16.1% |
| 3M | -33.0% | -3.5% | -29.5% | -27.4% |
| 6M | -33.0% | +0.5% | -33.4% | -32.1% |
| YTD | -30.6% | +10.8% | -41.4% | -41.1% |
| 1Y | -27.9% | +11.9% | -39.8% | -39.8% |
| 3Y | -33.3% | +73.0% | -106.3% | -76.0% |
| 5Y | -53.1% | +58.6% | -111.7% | -79.0% |
| 10Y | -66.9% | +219.2% | -286.1% | -95.5% |
| All | -66.9% | +217.6% | -284.6% | -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