+60.4%
DHY vs VT
+222.7%
-162.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -2.5% | +1.0% | -3.5% | -3.1% |
| 3M | -0.7% | +2.4% | -3.1% | -2.1% |
| 6M | -6.1% | +12.0% | -18.1% | -12.1% |
| YTD | -9.4% | +15.3% | -24.7% | -16.6% |
| 1Y | -11.0% | +22.6% | -33.6% | -20.9% |
| 3Y | +18.9% | +74.7% | -55.8% | -14.8% |
| 5Y | +6.8% | +66.1% | -59.3% | -21.8% |
| All | +60.4% | +222.7% | -162.4% | -27.2% |
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