+321.7%
VWO vs DHI
+485.6%
-163.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -1.8% | -3.4% | +1.6% | -0.8% |
| 30D | -0.1% | -5.4% | +5.3% | +1.4% |
| 3M | +2.2% | -10.4% | +12.7% | +4.9% |
| 6M | +8.8% | -2.8% | +11.5% | +8.7% |
| YTD | +12.4% | -3.4% | +15.8% | +12.1% |
| 1Y | +15.6% | -22.9% | +38.5% | +22.2% |
| 3Y | +62.5% | +20.7% | +41.8% | +45.6% |
| 5Y | +34.3% | +62.1% | -27.9% | +6.7% |
| 10Y | +114.8% | +410.4% | -295.6% | +11.6% |
| All | +321.7% | +485.6% | -163.9% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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