-95.5%
HUIZ vs VT
+107.6%
-203.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | +2.4% |
| 7D | +1.8% | -4.2% | +6.0% | +6.1% |
| 30D | +76.0% | -5.8% | +81.8% | +86.2% |
| 3M | +94.0% | -5.2% | +99.3% | +103.8% |
| 6M | +39.3% | +0.1% | +39.1% | +38.1% |
| YTD | -19.2% | +8.2% | -27.5% | -27.1% |
| 1Y | -36.9% | +10.1% | -47.1% | -44.2% |
| 3Y | -50.1% | +69.7% | -119.8% | -72.2% |
| 5Y | -76.2% | +53.4% | -129.6% | -85.2% |
| All | -95.5% | +107.6% | -203.1% | -97.4% |
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