+29.1%
HYBL vs VT
+72.1%
-43.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | 0.0% | +1.0% | -1.0% | -0.2% |
| 30D | +0.7% | -0.2% | +1.0% | +0.8% |
| 3M | +2.0% | +4.5% | -2.5% | +1.0% |
| 6M | +4.4% | +14.1% | -9.7% | +1.4% |
| YTD | +3.0% | +14.8% | -11.8% | -0.2% |
| 1Y | +4.9% | +21.2% | -16.3% | +0.4% |
| 3Y | +27.0% | +76.6% | -49.5% | +11.0% |
| All | +29.1% | +72.1% | -43.0% | +11.4% |
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