+134.2%
H vs VT
+66.2%
+68.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.7% | +0.4% | -4.2% | -4.2% |
| 30D | -7.2% | +1.0% | -8.2% | -8.3% |
| 3M | -12.2% | +2.4% | -14.6% | -15.3% |
| 6M | +2.5% | +12.0% | -9.5% | -11.8% |
| YTD | +3.7% | +15.3% | -11.6% | -14.3% |
| 1Y | +14.6% | +22.6% | -8.0% | -12.8% |
| 3Y | +46.2% | +74.7% | -28.4% | -29.0% |
| All | +134.2% | +66.2% | +68.0% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling