-24.9%
MH vs VT
+22.0%
-46.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.1% |
| 7D | -6.6% | -0.3% | -6.3% | -6.6% |
| 30D | +1.4% | -1.4% | +2.8% | +1.6% |
| 3M | +10.4% | -1.4% | +11.8% | +10.7% |
| 6M | +12.3% | +5.5% | +6.9% | +8.7% |
| YTD | -22.7% | +12.8% | -35.5% | -30.1% |
| 1Y | +17.1% | +15.4% | +1.6% | +3.2% |
| All | -24.9% | +22.0% | -46.9% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling