+26,000.0%
HYFT vs VT
+229.8%
+25,770.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -22.1% |
| 7D | -1.1% | -1.1% | 0.0% | +20.4% |
| 30D | -0.4% | -1.0% | +0.6% | +6.5% |
| 3M | -20.4% | +3.2% | -23.6% | -87.1% |
| 6M | +2.0% | +12.5% | -10.5% | -99.9% |
| YTD | -28.3% | +14.1% | -42.4% | -100.0% |
| 1Y | -39.9% | +18.9% | -58.8% | -100.0% |
| 3Y | -36.5% | +74.1% | -110.6% | -100.0% |
| 5Y | -81.4% | +66.9% | -148.2% | -100.0% |
| All | +26,000.0% | +229.8% | +25,770.2% | -14,048,639,529,327,267,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.0% |
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