-29.8%
HTLD vs VT
+224.5%
-254.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | +2.1% | +0.4% | +1.7% | +1.8% |
| 30D | -0.9% | +1.0% | -1.9% | -1.6% |
| 3M | -20.9% | +2.4% | -23.3% | -22.4% |
| 6M | +10.9% | +12.0% | -1.1% | +1.5% |
| YTD | +38.2% | +15.3% | +22.9% | +23.9% |
| 1Y | +46.1% | +22.6% | +23.6% | +25.2% |
| 3Y | -16.8% | +74.7% | -91.5% | -45.3% |
| 5Y | -23.6% | +66.1% | -89.7% | -48.4% |
| All | -29.8% | +224.5% | -254.2% | -73.8% |
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