-76.0%
DLHC vs VT
+53.2%
-129.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | +1.5% |
| 7D | -0.8% | -4.2% | +3.4% | +2.4% |
| 30D | -13.4% | -5.8% | -7.6% | -9.4% |
| 3M | -25.0% | -5.2% | -19.8% | -21.9% |
| 6M | -35.8% | +0.1% | -35.9% | -36.5% |
| YTD | -35.8% | +8.2% | -44.0% | -40.6% |
| 1Y | -41.6% | +10.1% | -51.8% | -46.9% |
| 3Y | -75.1% | +69.7% | -144.7% | -84.1% |
| 5Y | -76.0% | +53.4% | -129.4% | -82.7% |
| All | -76.0% | +53.2% | -129.2% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling