+32.6%
SHYD vs VT
+239.7%
-207.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -2.3% | +2.5% | +0.5% |
| 30D | +3.5% | -5.0% | +8.4% | +4.3% |
| 3M | +0.3% | -4.9% | +5.2% | +1.1% |
| 6M | +1.2% | -1.5% | +2.8% | +1.4% |
| YTD | +1.6% | +8.5% | -6.9% | +0.1% |
| 1Y | +2.8% | +11.4% | -8.6% | +0.8% |
| 3Y | +16.0% | +70.1% | -54.1% | +5.1% |
| 5Y | +5.9% | +53.7% | -47.8% | -2.5% |
| 10Y | +23.3% | +220.0% | -196.6% | -0.6% |
| All | +32.6% | +239.7% | -207.1% | +7.2% |
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