+61.0%
SHYG vs VT
+221.4%
-160.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | +1.2% | +4.5% | -3.3% | -0.2% |
| 6M | +2.8% | +14.1% | -11.2% | -1.3% |
| YTD | +2.6% | +14.8% | -12.2% | -1.8% |
| 1Y | +4.2% | +21.2% | -17.0% | -1.8% |
| 3Y | +25.3% | +76.6% | -51.3% | +4.6% |
| 5Y | +26.6% | +66.6% | -40.0% | +6.7% |
| 10Y | +61.0% | +222.3% | -161.3% | +8.1% |
| All | +61.0% | +221.4% | -160.4% | +8.1% |
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