+10.3%
HTLD vs VT
+374.2%
-363.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -20.9% | +2.4% | -23.3% | -22.3% |
| 6M | +10.9% | +12.0% | -1.1% | +1.9% |
| YTD | +38.2% | +15.3% | +22.9% | +24.6% |
| 1Y | +46.1% | +22.6% | +23.6% | +26.1% |
| 3Y | -16.8% | +74.7% | -91.5% | -44.5% |
| 5Y | -23.6% | +66.1% | -89.7% | -47.5% |
| 10Y | -29.9% | +225.0% | -254.9% | -70.9% |
| All | +10.3% | +374.2% | -363.9% | -63.2% |
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