+603.9%
HZO vs VT
+360.7%
+243.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.7% |
| 7D | +0.2% | -0.7% | +0.8% | +0.7% |
| 30D | +0.9% | -1.7% | +2.6% | +2.9% |
| 3M | +0.6% | -2.3% | +2.9% | +3.2% |
| 6M | +58.6% | +1.5% | +57.1% | +53.2% |
| YTD | +117.9% | +12.0% | +105.8% | +82.1% |
| 1Y | +124.4% | +12.9% | +111.5% | +85.8% |
| 3Y | +88.1% | +74.9% | +13.1% | -15.6% |
| 5Y | -6.3% | +59.9% | -66.3% | -51.6% |
| 10Y | +208.7% | +224.6% | -15.9% | -45.0% |
| All | +603.9% | +360.7% | +243.2% | +26.6% |
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