+2,545.5%
VRT vs HIG
+212.9%
+2,332.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.7% | -10.3% | -9.9% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | -2.7% | -2.8% | +0.2% | -1.7% |
| 3M | -9.2% | +6.3% | -15.5% | -12.7% |
| 6M | -0.5% | -0.1% | -0.4% | -2.1% |
| YTD | +62.3% | +0.4% | +61.9% | +58.9% |
| 1Y | +109.6% | +6.2% | +103.3% | +98.3% |
| 3Y | +573.1% | +101.6% | +471.5% | +351.2% |
| 5Y | +953.6% | +119.8% | +833.8% | +581.4% |
| All | +2,545.5% | +212.9% | +2,332.6% | +1,148.8% |
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