+8.0%
HYG vs VG
-46.6%
+54.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.2% |
| 7D | -0.2% | +5.5% | -5.7% | -0.2% |
| 30D | +0.6% | -3.6% | +4.2% | +0.6% |
| 3M | -1.2% | -4.0% | +2.7% | -1.2% |
| 6M | -0.4% | +9.4% | -9.8% | -0.6% |
| YTD | +0.8% | +86.6% | -85.8% | -0.9% |
| 1Y | +1.7% | +69.5% | -67.8% | +0.2% |
| All | +8.0% | -46.6% | +54.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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