-97.7%
DCTH vs VT
+152.4%
-250.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | +47.6% | +2.9% | +44.7% | +45.0% |
| 30D | +39.6% | -2.5% | +42.1% | +43.2% |
| 3M | +25.0% | -3.3% | +28.3% | +29.1% |
| 6M | +88.5% | +1.5% | +87.0% | +87.0% |
| YTD | +111.7% | +11.4% | +100.3% | +96.2% |
| 1Y | +148.9% | +11.9% | +137.0% | +130.0% |
| 3Y | +624.7% | +73.9% | +550.9% | +406.5% |
| 5Y | +101.9% | +57.9% | +44.0% | +49.0% |
| All | -97.7% | +152.4% | -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