-73.1%
YCL vs VT
+217.6%
-290.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | -1.2% | -3.1% | +1.9% | -1.4% |
| 3M | -0.2% | -3.5% | +3.3% | -0.5% |
| 6M | -4.5% | +0.5% | -5.0% | -4.5% |
| YTD | -6.0% | +10.8% | -16.8% | -5.1% |
| 1Y | -9.9% | +11.9% | -21.8% | -9.0% |
| 3Y | -25.8% | +73.0% | -98.8% | -21.3% |
| 5Y | -63.0% | +58.6% | -121.6% | -61.8% |
| 10Y | -73.1% | +219.2% | -292.3% | -65.9% |
| All | -73.1% | +217.6% | -290.8% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling