+377.5%
RH vs VT
+214.8%
+162.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | +2.4% |
| 7D | -8.9% | -4.2% | -4.7% | -1.2% |
| 30D | +17.3% | -5.8% | +23.1% | +31.4% |
| 3M | -29.6% | -5.2% | -24.4% | -21.9% |
| 6M | +11.3% | +0.1% | +11.2% | +11.9% |
| YTD | -23.3% | +8.2% | -31.5% | -32.9% |
| 1Y | -17.3% | +10.1% | -27.4% | -30.0% |
| 3Y | -42.8% | +69.7% | -112.4% | -74.9% |
| 5Y | -79.2% | +53.4% | -132.6% | -88.6% |
| All | +377.5% | +214.8% | +162.7% | +11.0% |
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