+153.0%
HYG vs VUG
+973.9%
-821.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.1% | -1.7% | +1.6% | +0.5% |
| 3M | +0.7% | +2.8% | -2.1% | -0.4% |
| 6M | +1.5% | +13.6% | -12.1% | -3.0% |
| YTD | +1.9% | +8.1% | -6.1% | -1.0% |
| 1Y | +3.7% | +13.1% | -9.3% | -1.0% |
| 3Y | +26.5% | +87.0% | -60.5% | +0.1% |
| 5Y | +19.0% | +76.0% | -57.0% | -5.5% |
| 10Y | +56.5% | +420.5% | -364.0% | -20.0% |
| All | +153.0% | +973.9% | -821.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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