+92.8%
DHCNI vs VT
+368.4%
-275.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -0.6% | -2.3% | +1.7% | +1.0% |
| 30D | +6.9% | -5.0% | +11.8% | +10.6% |
| 3M | -0.3% | -4.9% | +4.6% | +3.0% |
| 6M | -1.4% | -1.5% | +0.2% | -0.7% |
| YTD | +15.9% | +8.5% | +7.4% | +9.1% |
| 1Y | +9.7% | +11.4% | -1.7% | +1.2% |
| 3Y | +57.5% | +70.1% | -12.6% | +5.4% |
| 5Y | +13.3% | +53.7% | -40.5% | -19.0% |
| 10Y | +50.9% | +220.0% | -169.0% | -29.5% |
| All | +92.8% | +368.4% | -275.6% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling