-33.9%
MH vs VT
+17.0%
-51.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.1% | -7.9% | -10.3% |
| 7D | -19.1% | -4.2% | -14.9% | -17.5% |
| 30D | -13.5% | -5.8% | -7.7% | -11.6% |
| 3M | -3.8% | -5.2% | +1.5% | -1.7% |
| 6M | -3.9% | +0.1% | -4.0% | -4.4% |
| YTD | -31.9% | +8.2% | -40.2% | -37.3% |
| 1Y | +3.0% | +10.1% | -7.1% | -6.7% |
| All | -33.9% | +17.0% | -51.0% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling