-42.5%
HY vs VT
+222.7%
-265.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.6% |
| 7D | +3.6% | +2.9% | +0.7% | -0.4% |
| 30D | -12.6% | -2.5% | -10.0% | -9.0% |
| 3M | -17.6% | -3.3% | -14.3% | -13.2% |
| 6M | -21.7% | +1.5% | -23.2% | -22.6% |
| YTD | -3.1% | +11.4% | -14.5% | -15.5% |
| 1Y | -2.1% | +11.9% | -14.0% | -15.0% |
| 3Y | -31.8% | +73.9% | -105.7% | -67.7% |
| 5Y | -24.4% | +57.9% | -82.3% | -58.5% |
| All | -42.5% | +222.7% | -265.2% | -87.9% |
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