+210.4%
HZO vs VT
+217.6%
-7.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +0.2% | -0.1% | +0.4% | 0.0% |
| 30D | +0.8% | -3.1% | +3.8% | +4.7% |
| 3M | +1.2% | -3.5% | +4.7% | +5.5% |
| 6M | +53.8% | +0.5% | +53.3% | +51.1% |
| YTD | +117.8% | +10.8% | +107.0% | +87.0% |
| 1Y | +123.4% | +11.9% | +111.5% | +89.4% |
| 3Y | +88.0% | +73.0% | +15.0% | -8.3% |
| 5Y | -4.7% | +58.6% | -63.3% | -46.9% |
| 10Y | +210.4% | +219.2% | -8.8% | -38.4% |
| All | +210.4% | +217.6% | -7.2% | -38.4% |
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