-93.1%
HYFT vs VT
+374.2%
-467.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.6% |
| 7D | -5.0% | +0.4% | -5.5% | -9.4% |
| 30D | 0.0% | +1.0% | -1.0% | -9.7% |
| 3M | -28.6% | +2.4% | -31.0% | -51.2% |
| 6M | +11.9% | +12.0% | -0.1% | -73.0% |
| YTD | -27.5% | +15.3% | -42.8% | -87.0% |
| 1Y | -33.7% | +22.6% | -56.3% | -94.0% |
| 3Y | -35.0% | +74.7% | -109.6% | -100.0% |
| 5Y | -81.7% | +66.1% | -147.9% | -100.0% |
| 10Y | +26,300.0% | +225.0% | +26,075.0% | -100.0% |
| All | -93.1% | +374.2% | -467.3% | -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