-68.4%
DXC vs VT
+215.5%
-283.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.4% |
| 7D | -0.8% | -2.3% | +1.5% | +2.6% |
| 30D | +23.6% | -5.0% | +28.6% | +33.3% |
| 3M | +34.0% | -4.9% | +38.9% | +44.1% |
| 6M | +29.6% | -1.5% | +31.1% | +28.8% |
| YTD | +1.4% | +8.5% | -7.1% | -14.7% |
| 1Y | +8.9% | +11.4% | -2.4% | -12.4% |
| 3Y | -32.8% | +70.1% | -102.9% | -73.4% |
| 5Y | -56.7% | +53.7% | -110.4% | -79.2% |
| All | -68.4% | +215.5% | -283.9% | -94.5% |
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