-69.5%
LYEL vs VT
+72.7%
-142.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -3.7% |
| 7D | -14.8% | -2.0% | -12.8% | -11.5% |
| 30D | -18.0% | -1.4% | -16.6% | -16.1% |
| 3M | -7.7% | +4.7% | -12.4% | -15.7% |
| 6M | -52.4% | +11.4% | -63.8% | -61.2% |
| YTD | -60.4% | +13.1% | -73.4% | -68.8% |
| 1Y | -6.7% | +19.0% | -25.7% | -32.8% |
| All | -69.5% | +72.7% | -142.2% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling