-45.5%
VHC vs VT
+223.7%
-269.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -0.3% |
| 7D | +7.8% | +0.4% | +7.5% | +7.4% |
| 30D | -13.7% | -2.6% | -11.1% | -11.4% |
| 3M | -34.2% | -3.2% | -31.0% | -32.0% |
| 6M | -24.6% | +0.9% | -25.6% | -25.9% |
| YTD | -40.6% | +11.3% | -51.9% | -46.7% |
| 1Y | -56.9% | +14.0% | -70.9% | -62.3% |
| 3Y | +50.3% | +75.8% | -25.5% | -16.3% |
| 5Y | -65.9% | +57.8% | -123.7% | -78.6% |
| 10Y | -45.5% | +219.8% | -265.3% | -87.5% |
| All | -45.5% | +223.7% | -269.2% | -87.5% |
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