+51.3%
DHCNI vs VT
+224.4%
-173.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +1.3% |
| 7D | -5.9% | -0.7% | -5.2% | -5.4% |
| 30D | +3.2% | -1.7% | +4.9% | +4.6% |
| 3M | -4.9% | -2.3% | -2.5% | -3.2% |
| 6M | -6.3% | +1.5% | -7.8% | -7.9% |
| YTD | +13.2% | +12.0% | +1.1% | +2.5% |
| 1Y | +8.9% | +12.9% | -4.0% | -2.1% |
| 3Y | +56.6% | +74.9% | -18.3% | -6.2% |
| 5Y | +11.4% | +59.9% | -48.6% | -28.2% |
| 10Y | +51.3% | +224.6% | -173.3% | -44.8% |
| All | +51.3% | +224.4% | -173.0% | -44.8% |
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