+355.0%
RH vs VT
+215.5%
+139.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -5.1% |
| 7D | -10.7% | -2.3% | -8.4% | -6.6% |
| 30D | +13.7% | -5.0% | +18.6% | +25.2% |
| 3M | -30.3% | -4.9% | -25.5% | -23.3% |
| 6M | -0.6% | -1.5% | +1.0% | +3.0% |
| YTD | -26.9% | +8.5% | -35.4% | -36.4% |
| 1Y | -17.1% | +11.4% | -28.5% | -31.4% |
| 3Y | -43.8% | +70.1% | -113.9% | -75.4% |
| 5Y | -80.2% | +53.7% | -133.9% | -89.2% |
| All | +355.0% | +215.5% | +139.5% | +5.3% |
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