+755.5%
VHT vs VT
+356.1%
+399.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +2.3% | -1.6% | +3.9% | +3.4% |
| 30D | +9.3% | -2.5% | +11.8% | +11.1% |
| 3M | +12.3% | -1.3% | +13.6% | +13.1% |
| 6M | +26.4% | +3.1% | +23.3% | +23.1% |
| YTD | +19.6% | +10.9% | +8.7% | +10.5% |
| 1Y | +28.2% | +12.1% | +16.1% | +17.6% |
| 3Y | +54.1% | +73.9% | -19.8% | +3.5% |
| 5Y | +39.7% | +58.0% | -18.2% | -0.4% |
| 10Y | +227.7% | +225.5% | +2.2% | +43.5% |
| All | +755.5% | +356.1% | +399.4% | +176.4% |
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