-100.0%
HODO vs VT
+34.0%
-134.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.0% | -0.3% | -24.7% | -24.7% |
| 7D | -40.0% | +2.4% | -42.4% | -41.5% |
| 30D | -91.0% | -1.5% | -89.5% | -91.1% |
| 3M | -98.8% | -4.1% | -94.7% | -98.7% |
| 6M | -99.9% | +0.6% | -100.4% | -99.9% |
| YTD | -99.8% | +11.0% | -110.8% | -99.8% |
| 1Y | -99.9% | +13.3% | -113.3% | -99.9% |
| All | -100.0% | +34.0% | -134.0% | -100.0% |
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