+19,700.0%
HYFT vs VT
+221.8%
+19,478.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | +5.8% |
| 7D | -6.6% | +2.4% | -9.0% | -62.5% |
| 30D | -27.7% | -1.5% | -26.2% | -59.8% |
| 3M | -28.8% | -4.1% | -24.7% | -45.6% |
| 6M | -21.4% | +0.6% | -22.0% | -95.9% |
| YTD | -45.6% | +11.0% | -56.6% | -100.0% |
| 1Y | -40.0% | +13.3% | -53.3% | -100.0% |
| 3Y | -36.1% | +73.4% | -109.5% | -100.0% |
| 5Y | -83.4% | +57.4% | -140.9% | -100.0% |
| All | +19,700.0% | +221.8% | +19,478.2% | -166,723,050,970,453,560,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.0% |
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