-99.8%
HYFM vs VT
+57.5%
-157.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -5.5% |
| 7D | +7.6% | -0.1% | +7.8% | +7.6% |
| 30D | -14.2% | -3.1% | -11.1% | -8.9% |
| 3M | -63.0% | -3.5% | -59.5% | -60.3% |
| 6M | -30.0% | +0.5% | -30.5% | -30.0% |
| YTD | -52.3% | +10.8% | -63.0% | -59.3% |
| 1Y | -67.8% | +11.9% | -79.7% | -73.3% |
| 3Y | -91.9% | +73.0% | -164.8% | -97.5% |
| 5Y | -99.8% | +58.6% | -158.4% | -99.9% |
| All | -99.8% | +57.5% | -157.4% | -99.9% |
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 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