+134.4%
YALL vs VT
+120.3%
+14.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +0.3% | +0.4% | -0.1% | -0.2% |
| 30D | +2.7% | +1.0% | +1.8% | +1.8% |
| 3M | +3.5% | +2.4% | +1.1% | +0.9% |
| 6M | +0.1% | +12.0% | -11.9% | -11.3% |
| YTD | +3.2% | +15.3% | -12.2% | -11.5% |
| 1Y | +4.5% | +22.6% | -18.0% | -16.0% |
| 3Y | +69.3% | +74.7% | -5.4% | -6.8% |
| All | +134.4% | +120.3% | +14.1% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling