+203.8%
DHR vs VCLT
+17.1%
+186.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -1.4% | -2.3% | -2.9% |
| 30D | -2.7% | -1.2% | -1.6% | -2.1% |
| 3M | +10.9% | -4.8% | +15.7% | +13.9% |
| 6M | +3.0% | -2.6% | +5.6% | +4.5% |
| YTD | -12.2% | -3.3% | -8.9% | -10.5% |
| 1Y | +3.3% | -4.8% | +8.1% | +6.1% |
| 3Y | -8.2% | +11.5% | -19.7% | -13.0% |
| 5Y | -29.9% | -17.0% | -12.9% | -25.4% |
| All | +203.8% | +17.1% | +186.7% | +197.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling