+396.1%
DHI vs VT
+226.9%
+169.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -1.5% |
| 7D | -6.1% | -2.0% | -4.1% | -3.9% |
| 30D | -10.1% | -1.4% | -8.7% | -8.6% |
| 3M | -7.3% | +4.7% | -12.0% | -12.0% |
| 6M | -6.1% | +11.4% | -17.5% | -16.9% |
| YTD | -5.0% | +13.1% | -18.1% | -17.6% |
| 1Y | -22.1% | +19.0% | -41.1% | -36.4% |
| 3Y | +19.2% | +73.9% | -54.7% | -38.0% |
| 5Y | +59.4% | +65.4% | -6.0% | -11.0% |
| All | +396.1% | +226.9% | +169.2% | +28.4% |
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