+91.8%
HYEM vs VT
+391.0%
-299.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | 0.0% | +0.4% | -0.5% | -0.1% |
| 30D | +0.4% | +1.0% | -0.5% | +0.2% |
| 3M | +1.2% | +2.4% | -1.1% | +0.5% |
| 6M | +2.8% | +12.0% | -9.2% | -0.4% |
| YTD | +5.1% | +15.3% | -10.2% | +1.0% |
| 1Y | +6.5% | +22.6% | -16.1% | +0.6% |
| 3Y | +35.2% | +74.7% | -39.5% | +15.5% |
| 5Y | +16.7% | +66.1% | -49.5% | +0.2% |
| 10Y | +52.6% | +225.0% | -172.4% | +10.4% |
| All | +91.8% | +391.0% | -299.2% | +29.7% |
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