+28.9%
HYBL vs VT
+71.0%
-42.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | 0.0% | -0.1% | +0.2% | +0.1% |
| 30D | +0.5% | -0.7% | +1.2% | +0.7% |
| 3M | +1.8% | +4.0% | -2.2% | +0.9% |
| 6M | +4.1% | +12.3% | -8.2% | +1.4% |
| YTD | +2.9% | +14.0% | -11.2% | -0.2% |
| 1Y | +4.8% | +20.3% | -15.5% | +0.5% |
| 3Y | +26.9% | +75.4% | -48.5% | +11.0% |
| All | +28.9% | +71.0% | -42.0% | +11.5% |
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