-33.1%
HTLD vs VT
+60.6%
-93.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.5% |
| 7D | +5.2% | -0.3% | +5.5% | +5.5% |
| 30D | -8.1% | -1.4% | -6.7% | -7.1% |
| 3M | -16.0% | -1.4% | -14.6% | -15.0% |
| 6M | -14.0% | +5.5% | -19.4% | -17.8% |
| YTD | +19.3% | +12.8% | +6.5% | +8.1% |
| 1Y | +41.9% | +15.4% | +26.5% | +26.3% |
| 3Y | -11.3% | +76.9% | -88.2% | -42.9% |
| 5Y | -33.1% | +60.4% | -93.5% | -56.1% |
| All | -33.1% | +60.6% | -93.6% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling