+404.6%
DHI vs VFC
-69.1%
+473.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.6% | +0.4% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | -5.4% | -9.0% | +3.5% | -2.9% |
| 3M | -10.4% | -24.2% | +13.7% | -3.6% |
| 6M | -2.8% | -18.5% | +15.7% | +2.2% |
| YTD | -3.4% | -25.9% | +22.5% | +3.7% |
| 1Y | -22.9% | -13.0% | -9.9% | -21.5% |
| 3Y | +20.7% | -20.3% | +41.0% | +8.7% |
| 5Y | +62.1% | -78.1% | +140.2% | +149.5% |
| All | +404.6% | -69.1% | +473.7% | +524.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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