+1,431.6%
DHI vs VCLT
+100.6%
+1,331.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.6% |
| 7D | -6.1% | -1.3% | -4.8% | -5.3% |
| 30D | -10.1% | -1.1% | -9.0% | -9.3% |
| 3M | -7.3% | -3.7% | -3.6% | -4.6% |
| 6M | -6.1% | -4.0% | -2.1% | -3.0% |
| YTD | -5.0% | -3.4% | -1.7% | -2.2% |
| 1Y | -22.1% | -4.1% | -18.0% | -19.3% |
| 3Y | +19.2% | +11.0% | +8.3% | +14.0% |
| 5Y | +59.4% | -17.0% | +76.4% | +72.1% |
| 10Y | +401.8% | +16.7% | +385.1% | +436.0% |
| All | +1,431.6% | +100.6% | +1,331.0% | +2,017.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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