-46.8%
DCH vs VT
+346.0%
-392.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +1.8% |
| 7D | -5.4% | -2.3% | -3.1% | -0.8% |
| 30D | -21.9% | -5.0% | -17.0% | -13.4% |
| 3M | -20.3% | -4.9% | -15.4% | -11.2% |
| 6M | -22.1% | -1.5% | -20.5% | -17.8% |
| YTD | -29.5% | +8.5% | -38.0% | -37.3% |
| 1Y | -26.7% | +11.4% | -38.1% | -38.1% |
| 3Y | -34.0% | +70.1% | -104.1% | -74.7% |
| 5Y | -54.0% | +53.7% | -107.7% | -77.7% |
| 10Y | -66.9% | +220.0% | -286.8% | -95.4% |
| All | -46.8% | +346.0% | -392.8% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling