-1.5%
HY vs VT
+327.3%
-328.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.1% |
| 7D | -0.3% | -2.3% | +2.0% | +3.3% |
| 30D | -13.8% | -5.0% | -8.9% | -7.2% |
| 3M | -22.3% | -4.9% | -17.4% | -16.4% |
| 6M | -21.4% | -1.5% | -19.8% | -18.9% |
| YTD | -1.4% | +8.5% | -9.9% | -10.6% |
| 1Y | -14.3% | +11.4% | -25.6% | -24.9% |
| 3Y | -28.3% | +70.1% | -98.3% | -64.3% |
| 5Y | -23.9% | +53.7% | -77.6% | -56.2% |
| 10Y | -29.0% | +220.0% | -248.9% | -83.5% |
| All | -1.5% | +327.3% | -328.8% | -84.1% |
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 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