-69.7%
HYFM vs VT
+19.6%
-89.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -1.4% |
| 7D | +2.7% | -1.1% | +3.8% | +5.8% |
| 30D | -41.7% | -1.0% | -40.7% | -39.9% |
| 3M | +3.2% | +3.2% | 0.0% | -3.1% |
| 6M | -2.0% | +12.5% | -14.5% | -17.5% |
| YTD | -35.1% | +14.1% | -49.2% | -44.3% |
| 1Y | -69.7% | +18.9% | -88.6% | -73.9% |
| All | -69.7% | +19.6% | -89.3% | -73.9% |
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