-96.7%
DOMH vs VT
+228.2%
-324.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.1% |
| 7D | -9.4% | -0.3% | -9.1% | -9.2% |
| 30D | -21.9% | -1.4% | -20.5% | -21.3% |
| 3M | -35.9% | -1.4% | -34.5% | -35.4% |
| 6M | -43.4% | +5.5% | -48.8% | -44.5% |
| YTD | -60.5% | +12.8% | -73.3% | -62.3% |
| 1Y | -56.6% | +15.4% | -72.0% | -58.9% |
| 3Y | +5.2% | +76.9% | -71.7% | -6.4% |
| 5Y | -85.9% | +60.4% | -146.3% | -87.9% |
| All | -96.7% | +228.2% | -324.9% | -94.9% |
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