+43.2%
HERZ vs VT
+363.9%
-320.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.8% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | -8.7% | -1.4% | -7.3% | -7.8% |
| 3M | -12.4% | -1.4% | -11.0% | -11.7% |
| 6M | -18.9% | +5.5% | -24.4% | -22.5% |
| YTD | -34.0% | +12.8% | -46.8% | -40.3% |
| 1Y | +17.7% | +15.4% | +2.2% | +4.3% |
| 3Y | +43.1% | +76.9% | -33.7% | -8.9% |
| 5Y | -14.5% | +60.4% | -74.9% | -41.9% |
| 10Y | +35.6% | +232.8% | -197.2% | -44.6% |
| All | +43.2% | +363.9% | -320.7% | -48.7% |
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