-83.7%
YCL vs VT
+598.3%
-682.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.1% |
| 7D | +0.2% | -4.2% | +4.3% | -0.5% |
| 30D | +0.2% | -5.8% | +6.0% | -0.8% |
| 3M | -0.5% | -5.2% | +4.7% | -1.4% |
| 6M | -1.6% | +0.1% | -1.7% | -1.5% |
| YTD | -4.7% | +8.2% | -12.9% | -3.3% |
| 1Y | -8.5% | +10.1% | -18.6% | -6.9% |
| 3Y | -26.9% | +69.7% | -96.5% | -19.1% |
| 5Y | -62.9% | +53.4% | -116.2% | -59.9% |
| 10Y | -74.8% | +219.2% | -294.0% | -66.6% |
| All | -83.7% | +598.3% | -682.0% | -73.5% |
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