+1,086.7%
DHT vs VT
+214.8%
+871.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.0% | -4.5% |
| 7D | -18.3% | -4.2% | -14.2% | -16.1% |
| 30D | -12.9% | -5.8% | -7.1% | -9.6% |
| 3M | +22.2% | -5.2% | +27.5% | +26.3% |
| 6M | +18.5% | +0.1% | +18.4% | +17.8% |
| YTD | +90.1% | +8.2% | +81.8% | +79.4% |
| 1Y | +75.4% | +10.1% | +65.3% | +63.5% |
| 3Y | +135.8% | +69.7% | +66.1% | +63.0% |
| 5Y | +376.8% | +53.4% | +323.4% | +250.6% |
| All | +1,086.7% | +214.8% | +871.9% | +421.8% |
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