+152.7%
HYG vs VT
+346.0%
-193.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.3% | -2.3% | +2.1% | +0.6% |
| 30D | +0.1% | -5.0% | +5.0% | +1.9% |
| 3M | -1.8% | -4.9% | +3.0% | -0.1% |
| 6M | -1.3% | -1.5% | +0.3% | -0.9% |
| YTD | +0.1% | +8.5% | -8.4% | -3.3% |
| 1Y | +1.5% | +11.4% | -9.8% | -2.9% |
| 3Y | +23.8% | +70.1% | -46.3% | -0.1% |
| 5Y | +16.7% | +53.7% | -37.0% | -2.9% |
| 10Y | +53.8% | +220.0% | -166.2% | -5.2% |
| All | +152.7% | +346.0% | -193.3% | +25.5% |
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