+52.1%
HYUP vs VT
+152.2%
-100.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | 0.0% | +0.4% | -0.5% | -0.2% |
| 30D | 0.0% | +1.0% | -1.0% | -0.4% |
| 3M | +0.7% | +2.4% | -1.7% | -0.4% |
| 6M | +1.7% | +12.0% | -10.3% | -2.9% |
| YTD | +2.5% | +15.3% | -12.8% | -3.4% |
| 1Y | +4.3% | +22.6% | -18.3% | -4.1% |
| 3Y | +30.2% | +74.7% | -44.4% | +2.9% |
| 5Y | +22.7% | +66.1% | -43.5% | -2.2% |
| All | +52.1% | +152.2% | -100.1% | -0.4% |
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