+29.4%
HERZ vs VT
+214.8%
-185.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +0.6% |
| 7D | -4.8% | -4.2% | -0.6% | -1.1% |
| 30D | -10.6% | -5.8% | -4.8% | -5.9% |
| 3M | -13.7% | -5.2% | -8.5% | -9.7% |
| 6M | -19.3% | +0.1% | -19.5% | -20.0% |
| YTD | -36.0% | +8.2% | -44.2% | -41.3% |
| 1Y | +13.1% | +10.1% | +3.0% | +1.7% |
| 3Y | +38.8% | +69.7% | -30.8% | -18.8% |
| 5Y | -18.2% | +53.4% | -71.5% | -47.5% |
| All | +29.4% | +214.8% | -185.4% | -57.0% |
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