-100.0%
HOLO vs VT
+65.0%
-165.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -3.7% |
| 7D | 0.0% | -0.7% | +0.7% | +1.9% |
| 30D | -14.8% | -1.7% | -13.0% | -12.0% |
| 3M | -28.8% | -2.3% | -26.5% | -25.9% |
| 6M | -31.6% | +1.5% | -33.2% | -31.1% |
| YTD | -54.2% | +12.0% | -66.2% | -57.5% |
| 1Y | -66.0% | +12.9% | -78.9% | -68.6% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| All | -100.0% | +65.0% | -165.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling