+72.4%
SHYG vs VT
+275.4%
-203.0%
-19.3%
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 | -0.1% | +0.4% | -0.6% | -0.2% |
| 30D | +0.3% | +1.0% | -0.7% | 0.0% |
| 3M | +1.0% | +2.4% | -1.4% | +0.2% |
| 6M | +2.1% | +12.0% | -9.9% | -1.3% |
| YTD | +2.6% | +15.3% | -12.8% | -1.7% |
| 1Y | +4.4% | +22.6% | -18.2% | -1.7% |
| 3Y | +24.9% | +74.7% | -49.8% | +5.7% |
| 5Y | +26.6% | +66.1% | -39.6% | +7.8% |
| 10Y | +61.0% | +225.0% | -164.0% | +12.9% |
| All | +72.4% | +275.4% | -203.0% | +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