+2,397.0%
VRT vs HYG
+41.4%
+2,355.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.2% | -4.5% |
| 7D | -7.7% | -0.7% | -7.0% | -5.9% |
| 30D | -12.0% | -0.6% | -11.4% | -10.6% |
| 3M | -11.7% | +0.4% | -12.1% | -12.3% |
| 6M | -8.1% | +1.2% | -9.3% | -10.0% |
| YTD | +53.2% | +1.5% | +51.7% | +49.5% |
| 1Y | +81.7% | +3.2% | +78.5% | +71.1% |
| 3Y | +535.3% | +25.9% | +509.4% | +298.4% |
| 5Y | +916.4% | +18.6% | +897.8% | +638.3% |
| All | +2,397.0% | +41.4% | +2,355.6% | +1,431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling