+234.5%
HEZU vs VT
+239.0%
-4.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +0.8% | +1.0% | -0.2% | -0.1% |
| 30D | -1.9% | -0.2% | -1.6% | -1.7% |
| 3M | +4.7% | +4.5% | +0.1% | +0.2% |
| 6M | +14.2% | +14.1% | +0.1% | +0.5% |
| YTD | +14.7% | +14.8% | -0.1% | +0.4% |
| 1Y | +24.1% | +21.2% | +2.9% | +3.0% |
| 3Y | +71.3% | +76.6% | -5.2% | -2.3% |
| 5Y | +82.0% | +66.6% | +15.4% | +9.5% |
| 10Y | +211.1% | +222.3% | -11.1% | -8.3% |
| All | +234.5% | +239.0% | -4.6% | -6.2% |
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 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