+30.0%
HYFI vs VT
+82.1%
-52.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.8% | -2.0% | +1.2% | -0.3% |
| 30D | -0.9% | -1.4% | +0.5% | -0.6% |
| 3M | +0.2% | +4.7% | -4.6% | -1.1% |
| 6M | +1.3% | +11.4% | -10.0% | -1.6% |
| YTD | +1.8% | +13.1% | -11.3% | -1.6% |
| 1Y | +3.6% | +19.0% | -15.4% | -1.2% |
| 3Y | +27.3% | +73.9% | -46.7% | +7.0% |
| All | +30.0% | +82.1% | -52.1% | +8.1% |
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 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