+109.2%
HOMZ vs VT
+140.2%
-31.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +2.7% | -2.3% | +5.1% | +5.3% |
| 30D | +9.6% | -5.0% | +14.6% | +15.4% |
| 3M | -5.8% | -4.9% | -0.9% | -0.8% |
| 6M | -1.4% | -1.5% | +0.2% | -0.3% |
| YTD | -1.6% | +8.5% | -10.1% | -10.7% |
| 1Y | +1.6% | +11.4% | -9.8% | -10.5% |
| 3Y | +34.7% | +70.1% | -35.3% | -26.2% |
| 5Y | +13.4% | +53.7% | -40.3% | -30.1% |
| All | +109.2% | +140.2% | -31.0% | -23.4% |
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