-83.3%
YCL vs VT
+644.2%
-727.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +5.0% | +0.4% | +4.5% | +5.0% |
| 30D | +1.9% | +1.0% | +0.9% | +2.0% |
| 3M | +3.7% | +2.4% | +1.3% | +4.1% |
| 6M | -1.3% | +12.0% | -13.3% | +0.6% |
| YTD | -2.4% | +15.3% | -17.7% | +0.1% |
| 1Y | -14.1% | +22.6% | -36.7% | -10.9% |
| 3Y | -29.2% | +74.7% | -103.9% | -21.4% |
| 5Y | -64.5% | +66.1% | -130.6% | -61.2% |
| 10Y | -74.0% | +225.0% | -299.0% | -65.6% |
| All | -83.3% | +644.2% | -727.4% | -72.6% |
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