-81.4%
HYFT vs VT
+65.7%
-147.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.7% |
| 7D | -3.4% | -0.1% | -3.2% | -3.2% |
| 30D | -5.1% | -0.7% | -4.5% | -4.3% |
| 3M | -22.3% | +4.0% | -26.3% | -25.2% |
| 6M | +17.3% | +12.3% | +5.0% | +5.4% |
| YTD | -29.1% | +14.0% | -43.1% | -36.6% |
| 1Y | -31.7% | +20.3% | -52.0% | -41.4% |
| 3Y | -34.5% | +75.4% | -110.0% | -57.3% |
| 5Y | -81.4% | +66.0% | -147.3% | -88.5% |
| All | -81.4% | +65.7% | -147.0% | -88.5% |
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