-21.9%
YALA vs VT
+118.0%
-139.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | -0.5% | +2.9% | -3.4% | -4.3% |
| 30D | -3.4% | -2.5% | -0.8% | -0.3% |
| 3M | +1.1% | -3.3% | +4.4% | +5.3% |
| 6M | -21.1% | +1.5% | -22.6% | -23.6% |
| YTD | -21.2% | +11.4% | -32.5% | -33.3% |
| 1Y | -22.8% | +11.9% | -34.8% | -35.3% |
| 3Y | -1.6% | +73.9% | -75.5% | -60.0% |
| 5Y | -34.7% | +57.9% | -92.6% | -65.4% |
| All | -21.9% | +118.0% | -139.8% | -72.3% |
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