-99.9%
BYAH vs VT
+33.6%
-133.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.5% | -10.1% | -10.3% |
| 7D | +1.6% | -0.1% | +1.7% | +1.9% |
| 30D | -22.8% | -3.1% | -19.7% | -21.8% |
| 3M | -43.5% | -3.5% | -40.0% | -42.7% |
| 6M | -82.6% | +0.5% | -83.1% | -82.5% |
| YTD | -96.9% | +10.8% | -107.7% | -96.9% |
| 1Y | -98.4% | +11.9% | -110.3% | -98.3% |
| All | -99.9% | +33.6% | -133.5% | -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