+156.2%
HEEM vs VT
+221.4%
-65.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +2.1% | +1.0% | +1.1% | +1.2% |
| 30D | +3.0% | -0.2% | +3.2% | +3.2% |
| 3M | +1.5% | +4.5% | -3.0% | -2.0% |
| 6M | +16.7% | +14.1% | +2.7% | +5.0% |
| YTD | +24.3% | +14.8% | +9.5% | +11.3% |
| 1Y | +39.5% | +21.2% | +18.3% | +19.4% |
| 3Y | +94.8% | +76.6% | +18.2% | +20.8% |
| 5Y | +63.2% | +66.6% | -3.4% | +5.8% |
| 10Y | +156.2% | +222.3% | -66.1% | -11.9% |
| All | +156.2% | +221.4% | -65.3% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling