-11.7%
HY vs VT
+13.3%
-25.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.5% | -1.6% | +1.1% | +1.9% |
| 30D | -6.4% | -2.5% | -3.9% | -2.7% |
| 3M | -15.7% | -1.3% | -14.4% | -14.1% |
| 6M | -24.8% | +3.1% | -27.8% | -27.8% |
| YTD | +1.4% | +10.9% | -9.5% | -13.2% |
| All | -11.7% | +13.3% | -25.0% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling