+64.9%
EUHY vs VT
+355.1%
-290.2%
-32.5%
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 | -0.2% | +0.4% | -0.7% | -0.4% |
| 30D | -0.3% | +1.0% | -1.2% | -0.6% |
| 3M | +0.6% | +2.4% | -1.8% | -0.2% |
| 6M | +1.9% | +12.0% | -10.1% | -1.9% |
| YTD | +2.7% | +15.3% | -12.7% | -2.1% |
| 1Y | +3.2% | +22.6% | -19.4% | -3.5% |
| 3Y | +31.0% | +74.7% | -43.6% | +8.5% |
| 5Y | +12.6% | +66.1% | -53.5% | -6.3% |
| 10Y | +43.4% | +225.0% | -181.6% | -0.9% |
| All | +64.9% | +355.1% | -290.2% | +3.6% |
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