+247.9%
DHR vs VT
+223.7%
+24.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.1% |
| 7D | +3.1% | +0.4% | +2.8% | +2.8% |
| 30D | +7.0% | -2.6% | +9.6% | +9.4% |
| 3M | +15.0% | -3.2% | +18.3% | +18.3% |
| 6M | +37.9% | +0.9% | +37.0% | +35.9% |
| YTD | +3.3% | +11.3% | -8.0% | -6.8% |
| 1Y | +12.8% | +14.0% | -1.2% | -0.5% |
| 3Y | +22.4% | +75.8% | -53.5% | -26.4% |
| 5Y | -9.1% | +57.8% | -66.9% | -40.3% |
| 10Y | +247.9% | +219.8% | +28.1% | +32.2% |
| All | +247.9% | +223.7% | +24.3% | +32.2% |
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