+66.4%
HERZ vs VT
+374.2%
-307.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.6% | +0.4% | +0.1% | +0.2% |
| 30D | +3.4% | +1.0% | +2.4% | +2.6% |
| 3M | -6.6% | +2.4% | -9.0% | -8.5% |
| 6M | +8.3% | +12.0% | -3.7% | -1.1% |
| YTD | -23.3% | +15.3% | -38.6% | -31.7% |
| 1Y | +25.6% | +22.6% | +3.1% | +6.5% |
| 3Y | +17.4% | +74.7% | -57.2% | -24.6% |
| 5Y | +1.6% | +66.1% | -64.6% | -32.8% |
| 10Y | +51.8% | +225.0% | -173.2% | -37.0% |
| All | +66.4% | +374.2% | -307.8% | -41.3% |
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