-51.1%
HEPS vs VT
+59.8%
-110.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.4% |
| 7D | -1.4% | -0.7% | -0.7% | -0.8% |
| 30D | +1.5% | -1.7% | +3.2% | +3.3% |
| 3M | -5.2% | -2.3% | -2.8% | -2.7% |
| 6M | +0.4% | +1.5% | -1.2% | -2.5% |
| YTD | +11.3% | +12.0% | -0.8% | -5.3% |
| 1Y | +18.5% | +12.9% | +5.6% | -0.3% |
| 3Y | +95.7% | +74.9% | +20.8% | -7.4% |
| 5Y | -51.1% | +59.9% | -111.0% | -70.2% |
| All | -51.1% | +59.8% | -110.8% | -70.2% |
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