+567.1%
HTD vs VT
+356.1%
+211.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +1.7% | -1.6% | +3.3% | +2.9% |
| 30D | +5.0% | -2.5% | +7.5% | +6.9% |
| 3M | -8.1% | -1.3% | -6.8% | -7.3% |
| 6M | -7.1% | +3.1% | -10.2% | -9.6% |
| YTD | +4.4% | +10.9% | -6.5% | -4.2% |
| 1Y | +1.0% | +12.1% | -11.1% | -8.1% |
| 3Y | +63.8% | +73.9% | -10.1% | +5.7% |
| 5Y | +37.7% | +58.0% | -20.3% | -5.0% |
| 10Y | +123.5% | +225.5% | -102.0% | -8.9% |
| All | +567.1% | +356.1% | +211.0% | +110.7% |
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 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