-100.0%
YARW vs VT
+134.6%
-234.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -1.6% |
| 7D | -11.9% | +0.4% | -12.3% | -12.5% |
| 30D | -19.9% | -2.6% | -17.3% | -17.7% |
| 3M | -61.9% | -3.2% | -58.7% | -60.6% |
| 6M | -15.4% | +0.9% | -16.3% | -16.7% |
| YTD | -3.5% | +11.3% | -14.8% | -15.4% |
| 1Y | +58.9% | +14.0% | +44.9% | +35.2% |
| 3Y | -81.6% | +75.8% | -157.5% | -90.1% |
| 5Y | -97.7% | +57.8% | -155.5% | -98.6% |
| All | -100.0% | +134.6% | -234.6% | -100.0% |
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