-20.9%
DHX vs VT
+215.5%
-236.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +0.9% |
| 7D | -3.8% | -2.3% | -1.4% | -1.5% |
| 30D | -10.5% | -5.0% | -5.5% | -5.7% |
| 3M | +5.3% | -4.9% | +10.2% | +10.6% |
| 6M | +55.4% | -1.5% | +56.9% | +57.6% |
| YTD | +180.6% | +8.5% | +172.2% | +158.6% |
| 1Y | +141.7% | +11.4% | +130.3% | +116.1% |
| 3Y | +87.5% | +70.1% | +17.4% | +10.9% |
| 5Y | -15.0% | +53.7% | -68.8% | -44.5% |
| All | -20.9% | +215.5% | -236.4% | -73.4% |
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