+178.8%
HZO vs VT
+222.7%
-43.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.9% |
| 7D | +0.1% | -0.1% | +0.3% | +0.3% |
| 30D | +0.1% | -0.7% | +0.8% | +1.0% |
| 3M | +54.9% | +4.0% | +50.9% | +45.9% |
| 6M | +90.8% | +12.3% | +78.5% | +61.3% |
| YTD | +115.3% | +14.0% | +101.3% | +78.8% |
| 1Y | +102.1% | +20.3% | +81.8% | +56.2% |
| 3Y | +66.5% | +75.4% | -8.9% | -19.9% |
| 5Y | +10.0% | +66.0% | -56.0% | -42.1% |
| 10Y | +178.8% | +228.2% | -49.4% | -45.1% |
| All | +178.8% | +222.7% | -43.8% | -45.1% |
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 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