-20.9%
YALA vs VT
+117.9%
-138.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -3.5% |
| 7D | +0.7% | +0.4% | +0.4% | 0.0% |
| 30D | +0.5% | -2.6% | +3.1% | +3.8% |
| 3M | +1.1% | -3.2% | +4.3% | +5.2% |
| 6M | -21.1% | +0.9% | -22.0% | -23.0% |
| YTD | -20.2% | +11.3% | -31.5% | -32.4% |
| 1Y | -23.1% | +14.0% | -37.1% | -37.2% |
| 3Y | -2.1% | +75.8% | -78.0% | -61.0% |
| 5Y | -35.0% | +57.8% | -92.8% | -65.5% |
| All | -20.9% | +117.9% | -138.7% | -72.0% |
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