+152.5%
HYG vs VT
+355.4%
-202.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -0.1% | -3.1% | +3.0% | +1.0% |
| 3M | -1.9% | -3.5% | +1.6% | -0.7% |
| 6M | -1.3% | +0.5% | -1.8% | -1.7% |
| YTD | +0.1% | +10.8% | -10.7% | -4.1% |
| 1Y | +1.0% | +11.9% | -10.9% | -3.6% |
| 3Y | +23.8% | +73.0% | -49.2% | -0.8% |
| 5Y | +17.3% | +58.6% | -41.3% | -3.5% |
| 10Y | +55.0% | +219.2% | -164.2% | -4.4% |
| All | +152.5% | +355.4% | -202.9% | +24.4% |
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