+579.8%
H vs VT
+426.1%
+153.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | +1.2% |
| 7D | -0.3% | -4.2% | +3.9% | +4.5% |
| 30D | +15.5% | -5.8% | +21.3% | +23.4% |
| 3M | +2.8% | -5.2% | +8.1% | +9.0% |
| 6M | +13.6% | +0.1% | +13.5% | +12.8% |
| YTD | +14.9% | +8.2% | +6.7% | +4.8% |
| 1Y | +33.6% | +10.1% | +23.5% | +19.5% |
| 3Y | +77.7% | +69.7% | +8.1% | -0.1% |
| 5Y | +103.8% | +53.4% | +50.5% | +29.9% |
| 10Y | +276.1% | +219.2% | +56.9% | +17.4% |
| All | +579.8% | +426.1% | +153.7% | +36.9% |
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 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