+69.9%
HGV vs VT
+207.7%
-137.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.4% |
| 7D | -0.1% | +2.4% | -2.4% | -3.6% |
| 30D | +26.6% | -1.5% | +28.1% | +28.7% |
| 3M | -2.2% | -4.1% | +1.9% | +3.6% |
| 6M | -2.8% | +0.6% | -3.4% | -5.5% |
| YTD | -1.9% | +11.0% | -12.9% | -18.0% |
| 1Y | +10.7% | +13.3% | -2.6% | -10.4% |
| 3Y | +31.1% | +73.4% | -42.3% | -44.9% |
| 5Y | -14.1% | +57.4% | -71.6% | -56.8% |
| All | +69.9% | +207.7% | -137.8% | -64.1% |
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