-33.3%
DCH vs VT
+74.4%
-107.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.2% |
| 3M | -33.0% | -3.5% | -29.5% | -27.5% |
| 6M | -33.0% | +0.5% | -33.4% | -32.0% |
| YTD | -30.6% | +10.8% | -41.4% | -40.0% |
| 1Y | -27.9% | +11.9% | -39.8% | -38.7% |
| 3Y | -33.3% | +73.0% | -106.3% | -76.9% |
| All | -33.3% | +74.4% | -107.7% | -76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling