+75.3%
VHC vs VT
+69.7%
+5.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.7% |
| 7D | +2.4% | -2.3% | +4.7% | +3.9% |
| 30D | -17.8% | -5.0% | -12.8% | -15.2% |
| 3M | -39.4% | -4.9% | -34.5% | -37.5% |
| 6M | -24.4% | -1.5% | -22.8% | -23.9% |
| YTD | -41.8% | +8.5% | -50.3% | -45.0% |
| 1Y | -57.1% | +11.4% | -68.5% | -60.0% |
| 3Y | +75.3% | +70.1% | +5.2% | +29.3% |
| All | +75.3% | +69.7% | +5.5% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling