-83.8%
YCL vs VT
+628.0%
-711.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.8% |
| 7D | -0.3% | -0.3% | 0.0% | -0.4% |
| 30D | -0.6% | -1.4% | +0.9% | -0.8% |
| 3M | -1.3% | -1.4% | +0.1% | -1.5% |
| 6M | -3.5% | +5.5% | -8.9% | -2.6% |
| YTD | -5.4% | +12.8% | -18.2% | -3.4% |
| 1Y | -10.0% | +15.4% | -25.5% | -7.7% |
| 3Y | -27.4% | +76.9% | -104.3% | -19.2% |
| 5Y | -62.9% | +60.4% | -123.3% | -59.7% |
| 10Y | -75.0% | +232.8% | -307.7% | -66.6% |
| All | -83.8% | +628.0% | -711.8% | -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