+69.8%
HYZD vs VT
+257.4%
-187.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +0.3% | +2.4% | -2.1% | -0.3% |
| 30D | +0.1% | -1.5% | +1.6% | +0.4% |
| 3M | +0.1% | -4.1% | +4.2% | +1.1% |
| 6M | +1.9% | +0.6% | +1.4% | +1.6% |
| YTD | +3.9% | +11.0% | -7.1% | +0.9% |
| 1Y | +5.1% | +13.3% | -8.2% | +1.5% |
| 3Y | +26.1% | +73.4% | -47.3% | +8.5% |
| 5Y | +33.8% | +57.4% | -23.6% | +17.0% |
| 10Y | +66.4% | +221.7% | -155.3% | +23.0% |
| All | +69.8% | +257.4% | -187.6% | +24.6% |
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 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