-82.3%
HELP vs VT
+135.1%
-217.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -1.0% | +2.4% | -3.4% | -3.1% |
| 30D | -14.5% | -1.5% | -13.0% | -13.2% |
| 3M | -22.5% | -4.1% | -18.4% | -19.1% |
| 6M | +71.2% | +0.6% | +70.7% | +71.6% |
| YTD | +8.4% | +11.0% | -2.6% | +0.6% |
| 1Y | +49.3% | +13.3% | +36.0% | +36.1% |
| 3Y | -50.5% | +73.4% | -123.9% | -68.2% |
| 5Y | -87.8% | +57.4% | -145.3% | -91.6% |
| All | -82.3% | +135.1% | -217.4% | -88.1% |
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