-48.0%
DCH vs VT
+345.0%
-393.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.1% | -3.6% | +0.1% |
| 7D | -11.4% | -4.2% | -7.3% | -3.6% |
| 30D | -24.4% | -5.8% | -18.6% | -14.8% |
| 3M | -26.3% | -5.2% | -21.1% | -17.3% |
| 6M | -17.8% | +0.1% | -18.0% | -15.9% |
| YTD | -31.0% | +8.2% | -39.3% | -38.5% |
| 1Y | -30.4% | +10.1% | -40.5% | -39.9% |
| 3Y | -39.0% | +69.7% | -108.6% | -76.5% |
| 5Y | -55.0% | +53.4% | -108.4% | -78.1% |
| 10Y | -67.6% | +219.2% | -286.8% | -95.4% |
| All | -48.0% | +345.0% | -393.0% | -93.9% |
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 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