+5.5%
DXC vs VT
+345.0%
-339.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +6.7% |
| 7D | -0.4% | -4.2% | +3.8% | +4.5% |
| 30D | +28.2% | -5.8% | +34.0% | +37.1% |
| 3M | +36.4% | -5.2% | +41.7% | +44.8% |
| 6M | +27.9% | +0.1% | +27.8% | +25.0% |
| YTD | +3.5% | +8.2% | -4.7% | -7.9% |
| 1Y | +9.8% | +10.1% | -0.3% | -4.3% |
| 3Y | -32.0% | +69.7% | -101.6% | -63.9% |
| 5Y | -55.8% | +53.4% | -109.2% | -73.0% |
| 10Y | -66.6% | +219.2% | -285.8% | -89.4% |
| All | +5.5% | +345.0% | -339.5% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling