+829.4%
VHT vs SPY
+880.7%
-51.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -0.3% | -2.7% | +2.4% | +1.7% |
| 30D | +8.2% | -5.4% | +13.6% | +12.7% |
| 3M | +10.8% | -4.1% | +14.8% | +14.1% |
| 6M | +25.8% | +0.7% | +25.1% | +24.5% |
| YTD | +19.8% | +8.7% | +11.1% | +11.8% |
| 1Y | +27.4% | +10.9% | +16.5% | +17.1% |
| 3Y | +53.6% | +75.0% | -21.4% | -1.6% |
| 5Y | +42.0% | +67.8% | -25.8% | -7.1% |
| 10Y | +225.4% | +312.9% | -87.4% | +6.4% |
| All | +829.4% | +880.7% | -51.3% | +54.8% |
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