+137.0%
HEQ vs VT
+326.8%
-189.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.1% |
| 7D | +1.0% | -2.3% | +3.3% | +2.5% |
| 30D | +1.4% | -5.0% | +6.4% | +4.9% |
| 3M | +0.4% | -4.9% | +5.3% | +3.7% |
| 6M | +1.4% | -1.5% | +2.9% | +2.1% |
| YTD | +12.3% | +8.5% | +3.8% | +5.8% |
| 1Y | +15.7% | +11.4% | +4.3% | +7.0% |
| 3Y | +55.9% | +70.1% | -14.2% | +7.3% |
| 5Y | +39.8% | +53.7% | -13.9% | +2.1% |
| 10Y | +93.2% | +220.0% | -126.7% | -15.1% |
| All | +137.0% | +326.8% | -189.9% | -15.6% |
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 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