-12.6%
HVAC vs VT
+12.5%
-25.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.2% |
| 7D | -6.9% | -0.1% | -6.7% | -6.5% |
| 30D | -16.5% | -3.1% | -13.5% | -11.1% |
| 3M | -18.9% | -3.5% | -15.4% | -12.7% |
| 6M | -28.9% | +0.5% | -29.3% | -28.6% |
| YTD | -6.3% | +10.8% | -17.1% | -21.2% |
| 1Y | -12.6% | +11.9% | -24.5% | -27.9% |
| All | -12.6% | +12.5% | -25.1% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling