+773.5%
VHT vs SPY
+924.7%
-151.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 6M | +11.6% | +13.0% | -1.4% | +1.4% |
| YTD | +12.5% | +13.5% | -1.0% | +1.8% |
| 1Y | +28.0% | +20.0% | +8.0% | +10.9% |
| 3Y | +37.4% | +77.2% | -39.8% | -12.7% |
| 5Y | +30.3% | +81.9% | -51.6% | -19.8% |
| 10Y | +180.2% | +314.1% | -133.9% | -8.4% |
| All | +773.5% | +924.7% | -151.2% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling