+1,255.8%
DHT vs VT
+226.2%
+1,029.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -0.9% | -1.6% | +0.7% | +0.1% |
| 30D | +1.0% | -2.5% | +3.5% | +2.6% |
| 3M | +37.7% | -1.3% | +39.0% | +38.5% |
| 6M | +40.1% | +3.1% | +37.0% | +36.7% |
| YTD | +122.0% | +10.9% | +111.0% | +106.3% |
| 1Y | +107.9% | +12.1% | +95.8% | +91.7% |
| 3Y | +175.4% | +73.9% | +101.5% | +87.7% |
| 5Y | +442.1% | +58.0% | +384.2% | +291.6% |
| All | +1,255.8% | +226.2% | +1,029.6% | +545.2% |
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