+705.0%
VHT vs VT
+374.2%
+330.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +4.3% | +1.0% | +3.3% | +3.5% |
| 3M | +13.9% | +2.4% | +11.5% | +11.7% |
| 6M | +11.6% | +12.0% | -0.4% | +2.7% |
| YTD | +12.5% | +15.3% | -2.8% | +1.4% |
| 1Y | +28.0% | +22.6% | +5.4% | +10.4% |
| 3Y | +37.4% | +74.7% | -37.3% | -7.9% |
| 5Y | +30.3% | +66.1% | -35.9% | -10.2% |
| 10Y | +180.2% | +225.0% | -44.8% | +22.7% |
| All | +705.0% | +374.2% | +330.8% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling