+204.6%
YCS vs VT
+623.5%
-418.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | -1.6% | +2.8% | +1.4% |
| 30D | +2.0% | -2.5% | +4.5% | +2.5% |
| 3M | +4.2% | -1.3% | +5.5% | +4.4% |
| 6M | +5.7% | +3.1% | +2.6% | +4.9% |
| YTD | +8.4% | +10.9% | -2.5% | +6.0% |
| 1Y | +13.3% | +12.1% | +1.3% | +10.6% |
| 3Y | +45.1% | +73.9% | -28.8% | +29.2% |
| 5Y | +170.5% | +58.0% | +112.5% | +144.9% |
| 10Y | +253.7% | +225.5% | +28.2% | +160.4% |
| All | +204.6% | +623.5% | -418.9% | +83.9% |
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 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