+2,486.9%
VRT vs HYG
+41.3%
+2,445.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.7% |
| 7D | -8.4% | -0.7% | -7.7% | -6.7% |
| 30D | -10.9% | -0.7% | -10.1% | -9.2% |
| 3M | -13.7% | -0.2% | -13.5% | -13.0% |
| 6M | -4.1% | +1.4% | -5.6% | -6.6% |
| YTD | +58.7% | +1.5% | +57.3% | +55.0% |
| 1Y | +89.6% | +2.9% | +86.7% | +79.8% |
| 3Y | +558.1% | +25.6% | +532.5% | +314.6% |
| 5Y | +953.0% | +18.6% | +934.4% | +665.3% |
| All | +2,486.9% | +41.3% | +2,445.5% | +1,487.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling