+143.7%
DTH vs VT
+222.7%
-78.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | 0.0% | +2.9% | -2.9% | -2.3% |
| 30D | +1.3% | -2.5% | +3.8% | +3.3% |
| 3M | -2.3% | -3.3% | +1.1% | +0.4% |
| 6M | +2.9% | +1.5% | +1.4% | +1.2% |
| YTD | +12.9% | +11.4% | +1.5% | +2.7% |
| 1Y | +16.4% | +11.9% | +4.5% | +5.5% |
| 3Y | +81.6% | +73.9% | +7.8% | +11.8% |
| 5Y | +87.1% | +57.9% | +29.2% | +24.5% |
| All | +143.7% | +222.7% | -78.9% | -19.0% |
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