+153.0%
HYG vs VO
+457.6%
-304.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -0.1% | -1.9% | +1.8% | +0.6% |
| 3M | +0.7% | +3.3% | -2.6% | -0.5% |
| 6M | +1.5% | +9.7% | -8.2% | -1.8% |
| YTD | +1.9% | +12.6% | -10.7% | -2.3% |
| 1Y | +3.7% | +13.6% | -9.9% | -1.0% |
| 3Y | +26.5% | +56.8% | -30.3% | +7.2% |
| 5Y | +19.0% | +42.3% | -23.3% | +3.3% |
| 10Y | +56.5% | +199.2% | -142.7% | +2.7% |
| All | +153.0% | +457.6% | -304.7% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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