+63.0%
HYXF vs VT
+236.0%
-173.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.6% | +2.9% | -3.5% | -1.5% |
| 30D | +0.3% | -2.5% | +2.8% | +1.0% |
| 3M | -2.0% | -3.3% | +1.3% | -1.0% |
| 6M | -0.7% | +1.5% | -2.3% | -1.4% |
| YTD | -0.2% | +11.4% | -11.5% | -3.9% |
| 1Y | +1.0% | +11.9% | -10.9% | -3.0% |
| 3Y | +24.9% | +73.9% | -49.0% | +2.7% |
| 5Y | +17.0% | +57.9% | -40.9% | -1.7% |
| 10Y | +57.5% | +222.6% | -165.2% | +9.6% |
| All | +63.0% | +236.0% | -173.0% | +13.2% |
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