+269.8%
H vs VT
+214.8%
+55.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | +1.5% |
| 7D | -0.3% | -4.2% | +3.9% | +4.9% |
| 30D | +15.5% | -5.8% | +21.3% | +24.0% |
| 3M | +2.8% | -5.2% | +8.1% | +9.5% |
| 6M | +13.6% | +0.1% | +13.5% | +12.6% |
| YTD | +14.9% | +8.2% | +6.7% | +3.8% |
| 1Y | +33.6% | +10.1% | +23.5% | +18.2% |
| 3Y | +77.7% | +69.7% | +8.1% | -5.4% |
| 5Y | +103.8% | +53.4% | +50.5% | +23.9% |
| All | +269.8% | +214.8% | +55.0% | +16.9% |
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