+53.0%
DHCNI vs VT
+221.4%
-168.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -0.7% | +1.0% | -1.7% | -1.5% |
| 30D | +4.8% | -0.2% | +5.0% | +5.0% |
| 3M | +2.6% | +4.5% | -2.0% | -1.3% |
| 6M | +7.4% | +14.1% | -6.7% | -3.9% |
| YTD | +21.9% | +14.8% | +7.2% | +8.5% |
| 1Y | +12.3% | +21.2% | -8.8% | -4.7% |
| 3Y | +63.6% | +76.6% | -12.9% | -2.3% |
| 5Y | +20.2% | +66.6% | -46.4% | -25.2% |
| 10Y | +53.0% | +222.3% | -169.3% | -45.7% |
| All | +53.0% | +221.4% | -168.5% | -45.7% |
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