-75.6%
HELP vs VT
+144.2%
-219.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | +16.0% | +1.0% | +15.1% | +15.1% |
| 3M | +175.8% | +2.4% | +173.5% | +170.4% |
| 6M | +43.3% | +12.0% | +31.3% | +30.9% |
| YTD | +49.4% | +15.3% | +34.1% | +33.2% |
| 1Y | +104.3% | +22.6% | +81.8% | +73.3% |
| 3Y | +3.4% | +74.7% | -71.3% | -34.8% |
| 5Y | -87.8% | +66.1% | -154.0% | -92.0% |
| All | -75.6% | +144.2% | -219.8% | -84.3% |
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