-53.6%
DCH vs VT
+53.4%
-107.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +1.8% |
| 7D | -5.4% | -2.3% | -3.1% | -1.0% |
| 30D | -21.9% | -5.0% | -17.0% | -13.9% |
| 3M | -20.3% | -4.9% | -15.4% | -11.7% |
| 6M | -22.1% | -1.5% | -20.5% | -17.8% |
| YTD | -29.5% | +8.5% | -38.0% | -36.4% |
| 1Y | -26.7% | +11.4% | -38.1% | -36.9% |
| 3Y | -34.0% | +70.1% | -104.1% | -71.8% |
| All | -53.6% | +53.4% | -107.0% | -75.5% |
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 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