+747.9%
VTHR vs VT
+422.6%
+325.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | 0.0% | +1.0% | -0.9% | -0.9% |
| 3M | +2.2% | +2.4% | -0.2% | -0.1% |
| 6M | +12.8% | +12.0% | +0.8% | +1.4% |
| YTD | +13.9% | +15.3% | -1.5% | -0.4% |
| 1Y | +19.8% | +22.6% | -2.8% | -0.9% |
| 3Y | +75.5% | +74.7% | +0.8% | +5.4% |
| 5Y | +74.1% | +66.1% | +7.9% | +9.7% |
| 10Y | +295.8% | +225.0% | +70.8% | +42.0% |
| All | +747.9% | +422.6% | +325.3% | +110.4% |
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