+13.8%
VRT vs HYG
+1.8%
+12.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.7% | -13.6% | -16.5% |
| 7D | -15.4% | -0.1% | -15.3% | -14.9% |
| 30D | -19.0% | +0.7% | -19.7% | -22.1% |
| 3M | -23.8% | -2.0% | -21.8% | -13.4% |
| 6M | -37.9% | -0.9% | -37.0% | -33.7% |
| YTD | +27.0% | +0.1% | +26.9% | +27.1% |
| 1Y | +13.8% | +1.6% | +12.2% | -3.0% |
| All | +13.8% | +1.8% | +12.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling