+558.1%
VRT vs HYG
+25.7%
+532.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.7% |
| 7D | -8.4% | -0.7% | -7.7% | -5.2% |
| 30D | -10.9% | -0.7% | -10.1% | -7.7% |
| 3M | -13.7% | -0.2% | -13.5% | -12.5% |
| 6M | -4.1% | +1.4% | -5.6% | -9.0% |
| YTD | +58.7% | +1.5% | +57.3% | +51.2% |
| 1Y | +89.6% | +2.9% | +86.7% | +71.0% |
| 3Y | +558.1% | +25.6% | +532.5% | +262.5% |
| All | +558.1% | +25.7% | +532.4% | +262.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling