+56.8%
DHCNI vs VT
+221.8%
-164.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -4.2% | +2.4% | -6.6% | -6.0% |
| 30D | -2.8% | -1.5% | -1.3% | -1.6% |
| 3M | -9.2% | -4.1% | -5.1% | -6.2% |
| 6M | -8.7% | +0.6% | -9.2% | -9.5% |
| YTD | +11.0% | +11.0% | 0.0% | +1.2% |
| 1Y | +2.6% | +13.3% | -10.7% | -8.1% |
| 3Y | +57.3% | +73.4% | -16.1% | -5.2% |
| 5Y | +9.4% | +57.4% | -48.1% | -28.5% |
| All | +56.8% | +221.8% | -164.9% | -41.8% |
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