-19.1%
DHT vs VT
+356.1%
-375.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -0.9% | -1.6% | +0.7% | +0.7% |
| 30D | +1.0% | -2.5% | +3.5% | +3.5% |
| 3M | +37.7% | -1.3% | +39.0% | +39.0% |
| 6M | +40.1% | +3.1% | +37.0% | +34.7% |
| YTD | +122.0% | +10.9% | +111.0% | +97.8% |
| 1Y | +107.9% | +12.1% | +95.8% | +82.9% |
| 3Y | +175.4% | +73.9% | +101.5% | +51.7% |
| 5Y | +442.1% | +58.0% | +384.2% | +223.9% |
| 10Y | +1,278.4% | +225.5% | +1,052.9% | +243.4% |
| All | -19.1% | +356.1% | -375.2% | -87.6% |
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