-68.5%
HYFM vs VT
+23.3%
-91.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.4% |
| 7D | +14.0% | +0.4% | +13.5% | +12.5% |
| 30D | -41.1% | +1.0% | -42.1% | -42.6% |
| 3M | -0.8% | +2.4% | -3.2% | -7.6% |
| 6M | -20.5% | +12.0% | -32.5% | -33.2% |
| YTD | -36.8% | +15.3% | -52.2% | -47.2% |
| 1Y | -68.5% | +22.6% | -91.1% | -75.6% |
| All | -68.5% | +23.3% | -91.8% | -75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling