-29.8%
DHR vs VCLT
-17.3%
-12.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.3% |
| 7D | -5.0% | -1.3% | -3.7% | -4.2% |
| 30D | -3.3% | -1.1% | -2.2% | -2.6% |
| 3M | +9.4% | -3.7% | +13.1% | +12.2% |
| 6M | +3.2% | -4.0% | +7.2% | +6.0% |
| YTD | -12.0% | -3.4% | -8.6% | -10.0% |
| 1Y | +4.9% | -4.1% | +9.0% | +7.9% |
| 3Y | -7.4% | +11.0% | -18.3% | -13.0% |
| 5Y | -29.8% | -17.0% | -12.8% | -28.1% |
| All | -29.8% | -17.3% | -12.5% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling