-89.6%
HKD vs VT
+103.7%
-193.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | +1.2% | -0.7% | +1.9% | +1.8% |
| 3M | -0.6% | +4.0% | -4.6% | -3.6% |
| 6M | +3.0% | +12.3% | -9.2% | -5.9% |
| YTD | +33.1% | +14.0% | +19.0% | +19.5% |
| 1Y | -5.1% | +20.3% | -25.4% | -18.1% |
| 3Y | -69.2% | +75.4% | -144.7% | -77.5% |
| All | -89.6% | +103.7% | -193.3% | -72.2% |
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