+1,934.0%
VRT vs HIG
+215.0%
+1,719.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +10.5% | +2.6% | +7.9% | +9.3% |
| 30D | -9.3% | +4.2% | -13.5% | -11.5% |
| 3M | -29.6% | +0.2% | -29.8% | -30.3% |
| 6M | -45.4% | +4.6% | -50.0% | -47.7% |
| YTD | +24.8% | +1.1% | +23.7% | +20.8% |
| 1Y | +23.6% | +4.7% | +18.9% | +17.4% |
| 3Y | +379.7% | +95.5% | +284.2% | +224.4% |
| 5Y | +660.3% | +111.7% | +548.7% | +396.6% |
| All | +1,934.0% | +215.0% | +1,719.0% | +849.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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