+3.4%
HOOG vs VT
+36.1%
-32.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.3% | -8.2% | -6.9% |
| 7D | -8.2% | +2.4% | -10.5% | -18.6% |
| 30D | -43.6% | -1.5% | -42.1% | -36.2% |
| 3M | -48.2% | -4.1% | -44.0% | -28.8% |
| 6M | -25.6% | +0.6% | -26.2% | -18.5% |
| YTD | -73.6% | +11.0% | -84.6% | -81.3% |
| 1Y | -79.0% | +13.3% | -92.4% | -86.3% |
| All | +3.4% | +36.1% | -32.7% | -64.7% |
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