+13.3%
HOOG vs VT
+35.8%
-22.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -2.3% |
| 7D | -11.5% | -0.1% | -11.3% | -9.3% |
| 30D | -47.4% | -3.1% | -44.4% | -34.9% |
| 3M | -37.3% | -3.5% | -33.8% | -17.0% |
| 6M | -19.5% | +0.5% | -20.0% | -12.0% |
| YTD | -71.0% | +10.8% | -81.8% | -79.4% |
| 1Y | -81.8% | +11.9% | -93.7% | -87.2% |
| All | +13.3% | +35.8% | -22.5% | -61.1% |
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