+27.4%
HYBL vs VT
+66.5%
-39.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.1% | +2.4% | -2.4% | -0.6% |
| 30D | -0.1% | -1.5% | +1.4% | +0.2% |
| 3M | -0.8% | -4.1% | +3.3% | 0.0% |
| 6M | +0.7% | +0.6% | +0.1% | +0.4% |
| YTD | +1.6% | +11.0% | -9.4% | -0.9% |
| 1Y | +3.0% | +13.3% | -10.4% | 0.0% |
| 3Y | +24.6% | +73.4% | -48.8% | +9.2% |
| All | +27.4% | +66.5% | -39.1% | +10.7% |
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 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