-37.7%
HTLD vs VT
+226.2%
-264.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | -1.6% | +3.1% | +2.7% |
| 30D | -11.6% | -2.5% | -9.1% | -9.9% |
| 3M | -14.0% | -1.3% | -12.7% | -13.1% |
| 6M | -21.7% | +3.1% | -24.7% | -23.6% |
| YTD | +17.1% | +10.9% | +6.2% | +8.1% |
| 1Y | +37.4% | +12.1% | +25.4% | +25.9% |
| 3Y | -13.0% | +73.9% | -86.9% | -42.6% |
| 5Y | -35.0% | +58.0% | -93.0% | -54.4% |
| All | -37.7% | +226.2% | -264.0% | -76.5% |
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