+211.6%
VHT vs SPY
+315.0%
-103.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.3% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +9.1% | -3.3% | +12.4% | +11.8% |
| 3M | +11.9% | -2.4% | +14.3% | +13.8% |
| 6M | +30.3% | +2.6% | +27.7% | +27.2% |
| YTD | +22.2% | +11.2% | +10.9% | +11.9% |
| 1Y | +29.7% | +13.4% | +16.3% | +17.1% |
| 3Y | +60.5% | +79.9% | -19.4% | -1.0% |
| 5Y | +45.0% | +72.2% | -27.2% | -8.2% |
| 10Y | +211.6% | +307.3% | -95.7% | -6.9% |
| All | +211.6% | +315.0% | -103.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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