+69.7%
SHYG vs VT
+253.1%
-183.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -0.5% | -2.3% | +1.9% | +0.2% |
| 30D | -0.3% | -5.0% | +4.6% | +1.0% |
| 3M | -1.3% | -4.9% | +3.6% | 0.0% |
| 6M | -0.6% | -1.5% | +1.0% | -0.3% |
| YTD | +0.9% | +8.5% | -7.6% | -1.6% |
| 1Y | +2.4% | +11.4% | -9.0% | -1.0% |
| 3Y | +22.4% | +70.1% | -47.7% | +4.3% |
| 5Y | +24.0% | +53.7% | -29.7% | +7.8% |
| 10Y | +58.7% | +220.0% | -161.2% | +12.1% |
| All | +69.7% | +253.1% | -183.5% | +17.9% |
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