+48.5%
YANG vs VT
+13.3%
+35.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | -5.9% | -1.6% | -4.3% | -9.0% |
| 30D | +0.3% | -2.5% | +2.8% | -4.5% |
| 3M | +32.3% | -1.3% | +33.6% | +29.5% |
| 6M | +29.0% | +3.1% | +25.9% | +41.5% |
| YTD | +40.2% | +10.9% | +29.2% | +92.0% |
| All | +48.5% | +13.3% | +35.3% | +114.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling