-64.5%
DLHC vs VT
+75.0%
-139.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.5% | +0.4% | -7.9% | -7.8% |
| 30D | -15.9% | +1.0% | -16.9% | -16.5% |
| 3M | -27.8% | +2.4% | -30.2% | -29.4% |
| 6M | -30.7% | +12.0% | -42.7% | -37.3% |
| YTD | -28.0% | +15.3% | -43.3% | -36.7% |
| 1Y | -31.7% | +22.6% | -54.3% | -43.6% |
| All | -64.5% | +75.0% | -139.4% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling