-17.8%
DCH vs VT
+374.2%
-391.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +10.6% | +0.4% | +10.2% | +9.8% |
| 30D | +16.5% | +1.0% | +15.5% | +14.8% |
| 3M | +5.9% | +2.4% | +3.5% | +2.3% |
| 6M | +15.0% | +12.0% | +3.0% | -5.0% |
| YTD | +9.0% | +15.3% | -6.3% | -14.5% |
| 1Y | +16.9% | +22.6% | -5.7% | -18.3% |
| 3Y | -9.2% | +74.7% | -83.9% | -67.3% |
| 5Y | -19.1% | +66.1% | -85.2% | -66.5% |
| 10Y | -59.8% | +225.0% | -284.8% | -94.6% |
| All | -17.8% | +374.2% | -391.9% | -91.5% |
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 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