-91.5%
HKD vs VT
+98.4%
-189.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -1.4% | +2.4% | -3.8% | -3.3% |
| 30D | -17.4% | -1.5% | -15.9% | -16.3% |
| 3M | -18.3% | -4.1% | -14.2% | -15.5% |
| 6M | -16.9% | +0.6% | -17.4% | -17.1% |
| YTD | +8.7% | +11.0% | -2.4% | -0.3% |
| 1Y | -14.3% | +13.3% | -27.6% | -22.6% |
| 3Y | -66.3% | +73.4% | -139.7% | -75.0% |
| All | -91.5% | +98.4% | -189.9% | -76.8% |
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