-35.1%
HY vs VT
+223.7%
-258.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | -1.2% |
| 7D | -0.1% | +0.4% | -0.4% | -0.2% |
| 30D | -10.0% | -2.6% | -7.4% | -6.2% |
| 3M | -20.7% | -3.2% | -17.4% | -16.6% |
| 6M | -20.2% | +0.9% | -21.1% | -20.5% |
| YTD | +1.0% | +11.3% | -10.3% | -11.9% |
| 1Y | -10.8% | +14.0% | -24.8% | -24.7% |
| 3Y | -27.4% | +75.8% | -103.3% | -66.1% |
| 5Y | -21.9% | +57.8% | -79.7% | -57.1% |
| 10Y | -35.1% | +219.8% | -254.9% | -85.3% |
| All | -35.1% | +223.7% | -258.8% | -85.3% |
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