-94.6%
HYFT vs VT
+360.7%
-455.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -10.6% |
| 7D | -1.0% | -0.7% | -0.3% | -3.5% |
| 30D | -26.4% | -1.7% | -24.7% | -23.6% |
| 3M | -25.4% | -2.3% | -23.1% | -18.9% |
| 6M | -22.0% | +1.5% | -23.5% | -48.9% |
| YTD | -43.4% | +12.0% | -55.5% | -88.3% |
| 1Y | -42.5% | +12.9% | -55.3% | -89.5% |
| 3Y | -34.0% | +74.9% | -108.9% | -100.0% |
| 5Y | -82.7% | +59.9% | -142.6% | -100.0% |
| 10Y | +20,500.0% | +224.6% | +20,275.4% | -100.0% |
| All | -94.6% | +360.7% | -455.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling