-41.1%
DLHC vs VT
+221.8%
-262.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -6.1% |
| 7D | -9.1% | +2.4% | -11.5% | -10.5% |
| 30D | -18.6% | -1.5% | -17.1% | -17.9% |
| 3M | -30.8% | -4.1% | -26.7% | -29.0% |
| 6M | -40.4% | +0.6% | -40.9% | -40.9% |
| YTD | -41.9% | +11.0% | -53.0% | -46.2% |
| 1Y | -43.9% | +13.3% | -57.3% | -48.7% |
| 3Y | -77.2% | +73.4% | -150.6% | -84.0% |
| 5Y | -79.7% | +57.4% | -137.1% | -84.9% |
| All | -41.1% | +221.8% | -262.9% | -66.9% |
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