+110.9%
H vs VT
+59.7%
+51.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +0.4% |
| 7D | +9.7% | -0.3% | +10.0% | +10.1% |
| 30D | +21.3% | -1.4% | +22.7% | +23.6% |
| 3M | +9.6% | -1.4% | +11.0% | +11.5% |
| 6M | +19.7% | +5.5% | +14.3% | +10.8% |
| YTD | +18.9% | +12.8% | +6.1% | +0.8% |
| 1Y | +40.9% | +15.4% | +25.5% | +15.8% |
| 3Y | +83.9% | +76.9% | +7.1% | -13.2% |
| All | +110.9% | +59.7% | +51.2% | +22.7% |
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