-97.9%
DCTH vs VT
+152.3%
-250.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.8% | +2.6% | +33.2% | +33.6% |
| 7D | +41.8% | +0.4% | +41.5% | +42.0% |
| 30D | +32.0% | -2.6% | +34.6% | +35.4% |
| 3M | +34.1% | -3.2% | +37.4% | +38.3% |
| 6M | +76.6% | +0.9% | +75.6% | +75.8% |
| YTD | +100.7% | +11.3% | +89.4% | +85.9% |
| 1Y | +134.6% | +14.0% | +120.6% | +113.6% |
| 3Y | +577.9% | +75.8% | +502.1% | +370.2% |
| 5Y | +77.5% | +57.8% | +19.7% | +30.9% |
| All | -97.9% | +152.3% | -250.1% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling