+143.4%
HEQ vs VT
+353.8%
-210.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.9% | +0.4% | +0.4% | +0.5% |
| 30D | +3.0% | +1.0% | +2.0% | +2.3% |
| 3M | +3.2% | +2.4% | +0.8% | +1.4% |
| 6M | +9.1% | +12.0% | -2.9% | +0.8% |
| YTD | +15.3% | +15.3% | 0.0% | +4.4% |
| 1Y | +20.2% | +22.6% | -2.4% | +4.3% |
| 3Y | +47.6% | +74.7% | -27.1% | -0.1% |
| 5Y | +42.1% | +66.1% | -24.0% | -1.5% |
| 10Y | +93.4% | +225.0% | -131.6% | -16.1% |
| All | +143.4% | +353.8% | -210.4% | -16.8% |
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