+204.4%
DHR vs VFC
-70.4%
+274.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -5.0% | -3.3% | -1.7% | -4.4% |
| 30D | -3.3% | -14.0% | +10.7% | -0.4% |
| 3M | +9.4% | -22.6% | +32.0% | +14.3% |
| 6M | +3.2% | -24.7% | +27.9% | +7.9% |
| YTD | -12.0% | -29.0% | +16.9% | -7.1% |
| 1Y | +4.9% | -13.8% | +18.7% | +5.9% |
| 3Y | -7.4% | -28.2% | +20.9% | -10.7% |
| 5Y | -29.8% | -79.0% | +49.2% | -12.1% |
| All | +204.4% | -70.4% | +274.7% | +260.4% |
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