-0.8%
HY vs VT
+341.3%
-342.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +0.7% |
| 7D | -4.7% | -0.7% | -4.0% | -3.4% |
| 30D | -10.4% | -1.7% | -8.6% | -7.7% |
| 3M | -16.2% | -2.3% | -13.9% | -13.1% |
| 6M | -19.7% | +1.5% | -21.3% | -20.6% |
| YTD | -0.7% | +12.0% | -12.7% | -13.8% |
| 1Y | +0.6% | +12.9% | -12.3% | -13.4% |
| 3Y | -30.1% | +74.9% | -105.1% | -66.5% |
| 5Y | -23.3% | +59.9% | -83.2% | -58.1% |
| 10Y | -41.6% | +224.6% | -266.2% | -86.7% |
| All | -0.8% | +341.3% | -342.1% | -84.7% |
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