+165.2%
HYG vs VEA
+166.5%
-1.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -0.7% | -1.5% | +0.7% | -0.2% |
| 30D | -0.7% | -0.8% | +0.1% | -0.5% |
| 3M | -0.2% | +2.5% | -2.7% | -1.1% |
| 6M | +1.4% | +11.1% | -9.7% | -2.5% |
| YTD | +1.5% | +17.2% | -15.7% | -4.3% |
| 1Y | +2.9% | +24.5% | -21.6% | -5.0% |
| 3Y | +25.6% | +75.4% | -49.8% | +2.4% |
| 5Y | +18.6% | +61.1% | -42.5% | -1.2% |
| 10Y | +55.7% | +163.1% | -107.4% | +7.9% |
| All | +165.2% | +166.5% | -1.3% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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