+70.3%
HYZD vs VT
+271.2%
-200.9%
-25.7%
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 | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +0.4% | +1.0% | -0.6% | +0.1% |
| 3M | +1.3% | +2.4% | -1.1% | +0.6% |
| 6M | +3.7% | +12.0% | -8.3% | +0.6% |
| YTD | +4.2% | +15.3% | -11.1% | +0.3% |
| 1Y | +6.8% | +22.6% | -15.8% | +1.1% |
| 3Y | +27.4% | +74.7% | -47.3% | +9.4% |
| 5Y | +35.1% | +66.1% | -31.0% | +16.6% |
| 10Y | +65.7% | +225.0% | -159.3% | +21.9% |
| All | +70.3% | +271.2% | -200.9% | +23.9% |
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