+31.0%
VHT vs SPY
+82.0%
-51.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +4.3% | +0.1% | +4.2% | +4.2% |
| 3M | +13.9% | +2.0% | +11.9% | +12.3% |
| 6M | +11.6% | +13.0% | -1.4% | +3.2% |
| YTD | +12.5% | +13.5% | -1.0% | +3.7% |
| 1Y | +28.0% | +20.0% | +8.0% | +13.8% |
| 3Y | +37.4% | +77.2% | -39.8% | -6.3% |
| All | +31.0% | +82.0% | -51.0% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling