+1,260.0%
DHR vs VT
+374.2%
+885.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.9% | +0.4% | -4.3% | -4.2% |
| 30D | +4.0% | +1.0% | +3.0% | +3.2% |
| 3M | +11.5% | +2.4% | +9.1% | +8.9% |
| 6M | +1.9% | +12.0% | -10.1% | -7.6% |
| YTD | -8.9% | +15.3% | -24.2% | -19.4% |
| 1Y | +5.1% | +22.6% | -17.5% | -11.5% |
| 3Y | -10.3% | +74.7% | -85.0% | -43.0% |
| 5Y | -27.8% | +66.1% | -93.9% | -52.2% |
| 10Y | +203.6% | +225.0% | -21.4% | +18.6% |
| All | +1,260.0% | +374.2% | +885.8% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling