-24.1%
HY vs VT
+53.4%
-77.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.1% |
| 7D | -0.3% | -2.3% | +2.0% | +3.2% |
| 30D | -13.8% | -5.0% | -8.9% | -7.5% |
| 3M | -22.3% | -4.9% | -17.4% | -16.7% |
| 6M | -21.4% | -1.5% | -19.8% | -19.0% |
| YTD | -1.4% | +8.5% | -9.9% | -9.9% |
| 1Y | -14.3% | +11.4% | -25.6% | -24.1% |
| 3Y | -28.3% | +70.1% | -98.3% | -61.9% |
| All | -24.1% | +53.4% | -77.6% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling