+29.0%
SHYD vs VT
+222.7%
-193.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.4% | +2.9% | -3.3% | -1.0% |
| 30D | +2.0% | -2.5% | +4.5% | +2.4% |
| 3M | +0.2% | -3.3% | +3.5% | +0.8% |
| 6M | +1.2% | +1.5% | -0.3% | +0.8% |
| YTD | +1.5% | +11.4% | -9.9% | -0.9% |
| 1Y | +2.6% | +11.9% | -9.3% | +0.1% |
| 3Y | +17.3% | +73.9% | -56.6% | +3.1% |
| 5Y | +5.5% | +57.9% | -52.4% | -5.2% |
| All | +29.0% | +222.7% | -193.7% | -12.1% |
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