+933.7%
DHT vs VT
+224.5%
+709.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +6.2% | +0.4% | +5.7% | +5.8% |
| 30D | +24.6% | +1.0% | +23.6% | +23.8% |
| 3M | +37.1% | +2.4% | +34.7% | +34.7% |
| 6M | +23.9% | +12.0% | +11.9% | +14.7% |
| YTD | +93.7% | +15.3% | +78.3% | +75.7% |
| 1Y | +92.7% | +22.6% | +70.2% | +67.6% |
| 3Y | +195.9% | +74.7% | +121.2% | +100.3% |
| 5Y | +422.5% | +66.1% | +356.4% | +264.0% |
| All | +933.7% | +224.5% | +709.2% | +319.2% |
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