+51.2%
HYEM vs VT
+222.7%
-171.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.4% | -0.7% | +1.1% | +0.6% |
| 3M | +1.0% | +4.0% | -3.0% | -0.2% |
| 6M | +3.6% | +12.3% | -8.7% | -0.1% |
| YTD | +4.9% | +14.0% | -9.1% | +0.8% |
| 1Y | +6.6% | +20.3% | -13.7% | +0.7% |
| 3Y | +35.1% | +75.4% | -40.4% | +13.3% |
| 5Y | +16.5% | +66.0% | -49.5% | -1.5% |
| 10Y | +51.2% | +228.2% | -177.0% | +4.2% |
| All | +51.2% | +222.7% | -171.5% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling