+245.2%
DHR vs VT
+224.4%
+20.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.7% |
| 30D | +6.4% | -1.7% | +8.1% | +8.0% |
| 3M | +13.6% | -2.3% | +15.9% | +15.9% |
| 6M | +41.9% | +1.5% | +40.3% | +39.1% |
| YTD | +3.4% | +12.0% | -8.6% | -7.3% |
| 1Y | +9.9% | +12.9% | -3.0% | -2.2% |
| 3Y | +21.6% | +74.9% | -53.4% | -26.6% |
| 5Y | -10.6% | +59.9% | -70.5% | -42.0% |
| 10Y | +245.2% | +224.6% | +20.6% | +27.6% |
| All | +245.2% | +224.4% | +20.8% | +27.6% |
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