-8.0%
DHR vs VCLT
+11.3%
-19.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.3% |
| 7D | -5.0% | -1.3% | -3.7% | -4.1% |
| 30D | -3.3% | -1.1% | -2.2% | -2.5% |
| 3M | +9.4% | -3.7% | +13.1% | +12.5% |
| 6M | +3.2% | -4.0% | +7.2% | +6.3% |
| YTD | -12.0% | -3.4% | -8.6% | -9.7% |
| 1Y | +4.9% | -4.1% | +9.0% | +8.2% |
| All | -8.0% | +11.3% | -19.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling