-100.0%
YANG vs VT
+408.7%
-508.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | -0.9% |
| 7D | +13.5% | +2.4% | +11.2% | +21.1% |
| 30D | +2.6% | -1.5% | +4.1% | -2.9% |
| 3M | +11.6% | -4.1% | +15.7% | -2.2% |
| 6M | +40.1% | +0.6% | +39.6% | +41.6% |
| YTD | +35.0% | +11.0% | +23.9% | +93.5% |
| 1Y | +57.0% | +13.3% | +43.7% | +141.0% |
| 3Y | -83.7% | +73.4% | -157.1% | +18.7% |
| 5Y | -87.5% | +57.4% | -144.9% | +17.2% |
| 10Y | -98.8% | +221.7% | -320.5% | +135.4% |
| All | -100.0% | +408.7% | -508.7% | +48.4% |
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