-41.1%
DHX vs VT
+363.9%
-405.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -7.1% |
| 7D | -4.1% | -0.3% | -3.8% | -3.9% |
| 30D | -3.3% | -1.4% | -1.9% | -1.9% |
| 3M | +12.3% | -1.4% | +13.7% | +13.7% |
| 6M | +87.5% | +5.5% | +82.0% | +77.3% |
| YTD | +200.0% | +12.8% | +187.2% | +164.2% |
| 1Y | +146.0% | +15.4% | +130.6% | +110.8% |
| 3Y | +77.5% | +76.9% | +0.6% | -1.5% |
| 5Y | -7.2% | +60.4% | -67.6% | -42.7% |
| 10Y | -9.7% | +232.8% | -242.5% | -74.0% |
| All | -41.1% | +363.9% | -405.0% | -88.1% |
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