+56.1%
HYLB vs VT
+217.6%
-161.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | -0.1% | -0.2% | +0.2% | 0.0% |
| 3M | +1.1% | +4.5% | -3.4% | -0.6% |
| 6M | +2.4% | +14.1% | -11.6% | -2.7% |
| YTD | +2.4% | +14.8% | -12.4% | -3.0% |
| 1Y | +4.2% | +21.2% | -17.0% | -3.4% |
| 3Y | +27.5% | +76.6% | -49.1% | +1.4% |
| 5Y | +20.8% | +66.6% | -45.8% | -2.7% |
| All | +56.1% | +217.6% | -161.6% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling