+10.4%
HIGH vs VT
+97.4%
-87.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.5% | -2.3% | +0.9% | -0.7% |
| 30D | -2.8% | -5.0% | +2.2% | -1.2% |
| 3M | -4.7% | -4.9% | +0.2% | -3.1% |
| 6M | -2.1% | -1.5% | -0.6% | -1.7% |
| YTD | -3.5% | +8.5% | -12.0% | -6.0% |
| 1Y | -5.1% | +11.4% | -16.5% | -8.4% |
| 3Y | +3.2% | +70.1% | -66.9% | -7.1% |
| All | +10.4% | +97.4% | -87.0% | -0.5% |
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