+86.1%
DEHP vs VT
+86.3%
-0.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | +5.8% | -0.7% | +6.4% | +6.5% |
| 3M | +4.5% | +4.0% | +0.5% | +1.1% |
| 6M | +22.5% | +12.3% | +10.2% | +11.3% |
| YTD | +32.2% | +14.0% | +18.2% | +18.9% |
| 1Y | +44.4% | +20.3% | +24.1% | +24.2% |
| 3Y | +94.6% | +75.4% | +19.2% | +22.8% |
| All | +86.1% | +86.3% | -0.2% | +11.4% |
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