-99.9%
BYAH vs VT
+35.2%
-135.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.1% | +1.1% | -25.2% | -24.5% |
| 7D | -34.5% | -0.7% | -33.8% | -34.3% |
| 30D | -38.1% | -1.7% | -36.3% | -37.7% |
| 3M | -58.3% | -2.3% | -56.0% | -58.0% |
| 6M | -85.8% | +1.5% | -87.3% | -85.8% |
| YTD | -97.7% | +12.0% | -109.7% | -97.7% |
| 1Y | -98.8% | +12.9% | -111.6% | -98.8% |
| All | -99.9% | +35.2% | -135.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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