+905.2%
VRT vs HD
+10.1%
+895.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.4% | +3.8% |
| 7D | +9.1% | -2.1% | +11.2% | +10.6% |
| 30D | +0.9% | -8.4% | +9.3% | +6.4% |
| 3M | -13.4% | +4.3% | -17.7% | -17.1% |
| 6M | +11.7% | -11.1% | +22.8% | +19.2% |
| YTD | +73.2% | -4.7% | +77.9% | +74.4% |
| 1Y | +123.4% | -19.8% | +143.2% | +153.0% |
| 3Y | +606.2% | +4.1% | +602.1% | +515.9% |
| All | +905.2% | +10.1% | +895.2% | +720.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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