-92.2%
HYFM vs VT
+76.6%
-168.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | -1.4% | +1.0% | -2.4% | -2.6% |
| 30D | -42.2% | -0.2% | -42.0% | -41.9% |
| 3M | -4.4% | +4.5% | -9.0% | -8.5% |
| 6M | -13.6% | +14.1% | -27.6% | -23.0% |
| YTD | -38.7% | +14.8% | -53.5% | -45.2% |
| 1Y | -71.6% | +21.2% | -92.8% | -75.7% |
| 3Y | -92.2% | +76.6% | -168.8% | -95.8% |
| All | -92.2% | +76.6% | -168.8% | -95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling