+366.1%
VRT vs HIG
+97.9%
+268.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -2.8% |
| 7D | -17.7% | +2.1% | -19.8% | -17.4% |
| 30D | -20.0% | +6.7% | -26.7% | -19.4% |
| 3M | -28.1% | -1.9% | -26.1% | -27.8% |
| 6M | -42.8% | +5.3% | -48.2% | -42.7% |
| YTD | +20.0% | +1.3% | +18.6% | +20.8% |
| 1Y | +3.5% | +7.2% | -3.7% | +2.9% |
| 3Y | +366.1% | +96.6% | +269.5% | +316.1% |
| All | +366.1% | +97.9% | +268.2% | +316.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling