-18.9%
DXC vs VT
+374.2%
-393.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.0% | +0.4% | +3.6% | +3.5% |
| 30D | +4.9% | +1.0% | +3.9% | +3.7% |
| 3M | +22.6% | +2.4% | +20.2% | +18.1% |
| 6M | -6.6% | +12.0% | -18.6% | -19.9% |
| YTD | -20.4% | +15.3% | -35.7% | -34.1% |
| 1Y | -19.6% | +22.6% | -42.2% | -38.0% |
| 3Y | -44.8% | +74.7% | -119.4% | -71.5% |
| 5Y | -67.6% | +66.1% | -133.8% | -81.9% |
| 10Y | -70.9% | +225.0% | -295.9% | -91.0% |
| All | -18.9% | +374.2% | -393.1% | -82.0% |
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 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