-28.0%
DHR vs VWO
+34.0%
-62.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -3.6% | -1.8% | -1.8% | -2.6% |
| 30D | -2.7% | -0.1% | -2.6% | -2.7% |
| 3M | +10.9% | +2.2% | +8.7% | +9.0% |
| 6M | +3.0% | +8.8% | -5.7% | -3.2% |
| YTD | -12.2% | +12.4% | -24.6% | -19.5% |
| 1Y | +3.3% | +15.6% | -12.3% | -7.2% |
| 3Y | -8.2% | +62.5% | -70.7% | -34.8% |
| All | -28.0% | +34.0% | -62.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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