+6.0%
HEFT vs VT
+20.6%
-14.6%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | +0.6% | -0.2% | +0.8% | +0.6% |
| 3M | 0.0% | +4.5% | -4.5% | -1.6% |
| 6M | -1.3% | +14.1% | -15.4% | -4.3% |
| YTD | +5.0% | +14.8% | -9.8% | +1.1% |
| All | +6.0% | +20.6% | -14.6% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling