+32.0%
HYEM vs VT
+74.1%
-42.1%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -1.0% | -2.6% | +1.6% | -0.4% |
| 3M | -2.9% | -3.2% | +0.3% | -2.2% |
| 6M | -1.7% | +0.9% | -2.7% | -2.1% |
| YTD | +1.7% | +11.3% | -9.6% | -1.2% |
| 1Y | +2.5% | +14.0% | -11.5% | -1.0% |
| 3Y | +32.0% | +75.8% | -43.8% | +15.1% |
| All | +32.0% | +74.1% | -42.1% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling