+46.0%
HYUP vs VT
+142.3%
-96.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.4% | -0.1% | +0.6% | +0.4% |
| 30D | -0.9% | -3.1% | +2.2% | +0.2% |
| 3M | -4.3% | -3.5% | -0.8% | -3.1% |
| 6M | -3.2% | +0.5% | -3.6% | -3.6% |
| YTD | -1.6% | +10.8% | -12.4% | -5.9% |
| 1Y | -0.4% | +11.9% | -12.3% | -5.1% |
| 3Y | +26.0% | +73.0% | -47.0% | -0.2% |
| 5Y | +18.2% | +58.6% | -40.4% | -4.1% |
| All | +46.0% | +142.3% | -96.3% | -3.0% |
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