-24.5%
VHC vs VT
+224.5%
-249.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | -3.9% | +0.4% | -4.3% | -4.3% |
| 30D | -23.7% | +1.0% | -24.6% | -24.4% |
| 3M | -24.2% | +2.4% | -26.5% | -26.5% |
| 6M | -20.3% | +12.0% | -32.3% | -29.3% |
| YTD | -30.2% | +15.3% | -45.5% | -39.8% |
| 1Y | -40.3% | +22.6% | -62.8% | -51.6% |
| 3Y | +82.0% | +74.7% | +7.4% | +1.1% |
| 5Y | -61.9% | +66.1% | -128.1% | -77.5% |
| All | -24.5% | +224.5% | -249.0% | -84.5% |
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