+603.4%
H vs VT
+448.5%
+155.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +0.7% |
| 7D | +9.7% | -0.3% | +10.0% | +10.1% |
| 30D | +21.3% | -1.4% | +22.7% | +23.3% |
| 3M | +9.6% | -1.4% | +11.0% | +11.3% |
| 6M | +19.7% | +5.5% | +14.3% | +12.2% |
| YTD | +18.9% | +12.8% | +6.1% | +3.6% |
| 1Y | +40.9% | +15.4% | +25.5% | +19.7% |
| 3Y | +83.9% | +76.9% | +7.1% | -1.3% |
| 5Y | +117.3% | +60.4% | +56.9% | +31.9% |
| 10Y | +289.2% | +232.8% | +56.4% | +16.0% |
| All | +603.4% | +448.5% | +155.0% | +35.4% |
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