-96.3%
LYEL vs VT
+65.7%
-162.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -3.5% |
| 7D | -16.8% | -1.1% | -15.7% | -15.0% |
| 30D | -15.6% | -1.0% | -14.6% | -14.3% |
| 3M | -12.8% | +3.2% | -16.0% | -17.8% |
| 6M | -52.4% | +12.5% | -64.9% | -61.5% |
| YTD | -61.1% | +14.1% | -75.2% | -69.5% |
| 1Y | -10.1% | +18.9% | -29.0% | -33.8% |
| 3Y | -70.1% | +74.1% | -144.2% | -88.5% |
| All | -96.3% | +65.7% | -162.0% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling