+256.6%
HEFA vs VT
+249.1%
+7.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | +2.9% | +2.9% | 0.0% | +0.5% |
| 30D | +1.8% | -2.5% | +4.3% | +4.0% |
| 3M | -1.1% | -3.3% | +2.2% | +1.7% |
| 6M | +7.9% | +1.5% | +6.4% | +6.3% |
| YTD | +16.2% | +11.4% | +4.8% | +5.7% |
| 1Y | +18.1% | +11.9% | +6.2% | +7.0% |
| 3Y | +73.7% | +73.9% | -0.2% | +7.2% |
| 5Y | +87.2% | +57.9% | +29.3% | +24.8% |
| 10Y | +223.0% | +222.6% | +0.4% | +7.9% |
| All | +256.6% | +249.1% | +7.5% | +12.3% |
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