-63.0%
DNTH vs VT
+141.2%
-204.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.3% |
| 7D | +4.4% | -2.3% | +6.7% | +7.5% |
| 30D | +1.4% | -5.0% | +6.3% | +8.0% |
| 3M | -21.7% | -4.9% | -16.9% | -16.7% |
| 6M | -4.9% | -1.5% | -3.3% | -3.2% |
| YTD | +108.8% | +8.5% | +100.3% | +87.5% |
| 1Y | +136.2% | +11.4% | +124.8% | +105.3% |
| 3Y | +636.6% | +70.1% | +566.5% | +282.7% |
| 5Y | -31.6% | +53.7% | -85.3% | -59.1% |
| All | -63.0% | +141.2% | -204.1% | -87.8% |
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