+151.2%
HERD vs VT
+142.8%
+8.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +0.1% | +2.9% | -2.8% | -2.0% |
| 30D | +2.9% | -2.5% | +5.5% | +4.8% |
| 3M | +0.7% | -3.3% | +4.0% | +3.1% |
| 6M | +9.2% | +1.5% | +7.7% | +7.5% |
| YTD | +19.4% | +11.4% | +8.0% | +9.2% |
| 1Y | +21.9% | +11.9% | +10.0% | +11.1% |
| 3Y | +65.2% | +73.9% | -8.7% | +7.9% |
| 5Y | +62.7% | +57.9% | +4.8% | +12.4% |
| All | +151.2% | +142.8% | +8.4% | +27.5% |
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