+642.5%
VTI vs HYG
+151.7%
+490.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.9% |
| 7D | -0.9% | -0.7% | -0.2% | 0.0% |
| 30D | -1.4% | -0.7% | -0.7% | -0.5% |
| 3M | +3.6% | -0.2% | +3.8% | +3.9% |
| 6M | +13.6% | +1.4% | +12.2% | +11.8% |
| YTD | +12.9% | +1.5% | +11.5% | +11.2% |
| 1Y | +17.2% | +2.9% | +14.3% | +13.5% |
| 3Y | +75.7% | +25.6% | +50.0% | +34.5% |
| 5Y | +75.4% | +18.6% | +56.9% | +45.3% |
| 10Y | +303.3% | +55.7% | +247.6% | +154.2% |
| All | +642.5% | +151.7% | +490.8% | +189.2% |
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 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