-29.1%
DLHC vs VT
+215.5%
-244.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -0.6% | -2.3% | +1.8% | +0.9% |
| 30D | -14.0% | -5.0% | -9.1% | -11.3% |
| 3M | -25.7% | -4.9% | -20.8% | -23.4% |
| 6M | -35.5% | -1.5% | -34.0% | -35.3% |
| YTD | -36.1% | +8.5% | -44.6% | -39.9% |
| 1Y | -40.6% | +11.4% | -52.0% | -45.1% |
| 3Y | -75.0% | +70.1% | -145.1% | -82.2% |
| 5Y | -76.2% | +53.7% | -129.9% | -82.0% |
| All | -29.1% | +215.5% | -244.6% | -55.9% |
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