-96.4%
YARW vs VT
+66.2%
-162.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | -5.4% | +1.0% | -6.4% | -6.6% |
| 30D | -29.3% | -0.2% | -29.0% | -29.1% |
| 3M | +57.5% | +4.5% | +53.0% | +49.1% |
| 6M | +74.5% | +14.1% | +60.4% | +48.0% |
| YTD | +79.0% | +14.8% | +64.2% | +50.0% |
| 1Y | +255.5% | +21.2% | +234.3% | +177.3% |
| 3Y | -74.9% | +76.6% | -151.5% | -87.4% |
| 5Y | -96.4% | +66.6% | -163.0% | -97.8% |
| All | -96.4% | +66.2% | -162.6% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling