+632.2%
VRT vs HIG
+111.3%
+520.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.9% |
| 7D | -17.7% | +2.1% | -19.8% | -18.4% |
| 30D | -20.0% | +6.7% | -26.7% | -22.6% |
| 3M | -28.1% | -1.9% | -26.1% | -28.0% |
| 6M | -42.8% | +5.3% | -48.2% | -45.5% |
| YTD | +20.0% | +1.3% | +18.6% | +16.1% |
| 1Y | +3.5% | +7.2% | -3.7% | -3.6% |
| 3Y | +366.1% | +96.6% | +269.5% | +155.7% |
| 5Y | +632.2% | +110.0% | +522.2% | +267.1% |
| All | +632.2% | +111.3% | +520.9% | +267.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling