+31.4%
SHYD vs VT
+261.1%
-229.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | -0.5% | +1.0% | -1.5% | -0.7% |
| 3M | -0.3% | +2.4% | -2.7% | -0.7% |
| 6M | 0.0% | +12.0% | -12.0% | -1.9% |
| YTD | +0.7% | +15.3% | -14.7% | -1.8% |
| 1Y | +3.1% | +22.6% | -19.5% | -0.4% |
| 3Y | +13.2% | +74.7% | -61.4% | +2.3% |
| 5Y | +3.6% | +66.1% | -62.5% | -5.9% |
| 10Y | +21.1% | +225.0% | -203.9% | -3.4% |
| All | +31.4% | +261.1% | -229.8% | +5.2% |
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