-25.8%
VHI vs VT
+226.9%
-252.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.1% |
| 7D | +0.6% | -2.0% | +2.6% | +2.9% |
| 30D | +11.4% | -1.4% | +12.9% | +13.1% |
| 3M | +28.2% | +4.7% | +23.5% | +20.7% |
| 6M | +31.6% | +11.4% | +20.3% | +15.0% |
| YTD | +53.1% | +13.1% | +40.0% | +31.7% |
| 1Y | +15.9% | +19.0% | -3.1% | -6.1% |
| 3Y | +52.0% | +73.9% | -21.9% | -19.5% |
| 5Y | -12.2% | +65.4% | -77.6% | -50.5% |
| All | -25.8% | +226.9% | -252.6% | -84.3% |
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